Definitely feminine.
Despite the obvious Greek mythology connection, the name Calypso makes me think of the music genre before anything else. So Calypso makes me think of sunny skies and blue waves as far as the eye can see.
I really liked Calypso when I was in high school (likely due to
Pirates of the Caribbean), but haven't thought about the name in a long time. I think it would be a cool name to have, though I doubt I would use it.
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