Calamos Global Total Return Fund(CGO)
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- Exchange
- XNAS
- Market Cap
- $0.1B
Calamos Global Total Return Fund is a closed-end management investment company. The fund's investment objective is to provide total return through a combination of capital appreciation and current income. The fund invests in equities, convertible securities, and high-yield corporate bonds.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +1.82% | 6 |
| Feb | -0.67% | 6 |
| Mar | -1.99% | 6 |
| Apr | +0.53% | 6 |
| May | +2.03% | 6 |
| Jun | -0.21% | 6 |
| Jul | +0.75% | 6 |
| Aug | +1.00% | 6 |
| Sep | -3.36% | 6 |
| Oct | -2.72% | 5 |
| Nov | +1.03% | 5 |
| Dec | -1.53% | 5 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Here is a comprehensive stock analysis report for CGO:
Executive Summary
Overall assessment: NEUTRAL with confidence level 6/10 Key drivers and primary risks: * Technical trend direction: Range-bound, but slight uptrend signal from MACD. * Recent news sentiment impact: Neutral, with mixed headlines from distribution announcements. * Risk profile: Above-average volatility, moderate risk based on beta and historical volatility.
Investment thesis: CGO's stock price is likely to continue its range-bound behavior, potentially trending higher in the short-term. However, due to mixed news sentiment and above-average volatility, investors should exercise caution and monitor technical signals.
Recent news sentiment impact: The recent headlines from distribution announcements have a neutral impact on the stock's performance, as they are routine announcements with no significant market-moving information.
Technical Analysis
Trend Direction: * Short-term (1-4 weeks): Range-bound * Medium-term (1-3 months): Slight uptrend signal from MACD * Long-term (3-12 months): Neutral
Support/Resistance Levels: * Upper: $13.38 (Bollinger Bands upper band) * Middle: $13.17 (SMA 50) * Lower: $12.95 (Bollinger Bands lower band)
Momentum Signals: * RSI interpretation: Neutral, within the range of 30-70 * MACD signal: Bullish momentum, above the signal line * Bollinger Bands position: Neutral, neither squeezing nor breaking out
Volume Analysis: * Volume SMA 20: 25128.85 * On-Balance Volume (OBV): 1619238.41 * Volume Rate of Change: -52.24%
News & Sentiment Analysis
Recent Headlines Summary: Mixed headlines from distribution announcements with no significant market-moving information.
Sentiment Assessment: Neutral
Catalyst Identification: None notable in the recent news articles.
Market Narrative: The technical signals and mixed news sentiment are aligned, indicating a range-bound market for CGO's stock price.
Risk & Volatility Assessment
Risk Profile: * Beta: 1.07 (above average) * Stock Volatility: 0.18 (above average)
Options Market Signals: * IV Premium vs HV30: N/A (positive = implied richer than realized)
Downside Protection: Support levels at $12.95 and $13.17, with a risk management consideration of stop-loss levels around $13.15.
Market Context & Positioning
Sector Performance: Neutral, within the broader market's performance
Institutional Activity: Moderate institutional interest, but no significant buying or selling pressure
Correlation Analysis: CGO moves in sync with the broader market (R-squared interpretation)
Relative Valuation: CGO is positioned within a trading range, neither undervalued nor overvalued.
Key Levels & Action Items
Critical Price Levels: * Support: $12.95 and $13.17 * Resistance: $13.38
Breakout/Breakdown Levels: None notable at this time
Time-Sensitive Catalysts: Earnings date, product launch, or regulatory changes can impact the stock price.
Risk Management: Stop-loss levels around $13.15, with a risk management consideration to adjust stop-loss levels based on market conditions.
Please note that this analysis is based on the provided data and may not reflect actual market performance.
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 1.10
- Correlation (SPY)
- 74.8%
- R²
- 0.56
- Ann. Volatility
- 19.0%
- SPY Volatility
- 13.0%
Above average volatility - stock moves with market amplification
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2023-11-01 | JOHN E NEAL | Director | Sell (S) | −7,057 | $8.20 | -$57.9K | EDGAR |
| 2020-03-24 | JOHN E NEAL | Director | Sell (S) | −10,093 | $7.41 | -$74.7K | EDGAR |
| 2019-12-20 | DAVID D TRIPPLE | Director | Sell (S) | −500 | $13.18 | -$6.6K | EDGAR |
| 2018-01-03 | Mark Mickey | Chief Compliance Officer | Sell (S) | −1,000 | $14.98 | -$15.0K | EDGAR |
| 2016-03-02 | Theresa Hamacher | Director | Buy (P) | +1,000 | $10.16 | $10.2K | EDGAR |
| 2014-07-11 | DAVID D TRIPPLE | Director | Sell (S) | −1,000 | $14.69 | -$14.7K | EDGAR |
| 2009-07-10 | DAVID D TRIPPLE | Director | Sell (S) | −1,900 | $10.98 | -$20.9K | EDGAR |
| 2007-08-23 | JOHN P CALAMOS SR | president and chairman | Buy (P) | +8,700 | $14.28 | $124.2K | EDGAR |
| 2007-07-25 | Mark Mickey | chief compliance officer | Sell (S) | −1,500 | $18.02 | -$27.0K | EDGAR |
| 2007-03-07 | JOHN P CALAMOS SR | president and chairman | — | — | — | EDGAR | |
| 2007-03-05 | JOHN P CALAMOS SR | president and chairman | Buy (P) | +5,800 | $16.34 | $94.7K | EDGAR |
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | JOHN P CALAMOS SR | president and chairman | 105,600 | $1.37M | $219.0K | 3 | 2007-08-23 |
| 2 | Theresa Hamacher | Director | 1,000 | $12.9K | $10.2K | 1 | 2016-03-02 |
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.