CSWC · Expected Move
Capital Southwest Corp
The expected move for CSWC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CSWC straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CSWC Expected Move
30-Day Straddle
$1.38
7-Day Straddle
$1.38
30-Day ATM IV
26.6%
IV Rank
44%
Implied one-standard-deviation move through the next 30 days. Compare to CSWC's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CSWC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.38 | $1.38 | 26.6% | 44% |
| 20261021 | $1.38 | $1.38 | 26.6% | 44% |
| 20261020 | $1.23 | $1.23 | 23.6% | 31% |
| 20261019 | $1.10 | $1.10 | 20.3% | 17% |
| 20261016 | $1.38 | $0.75 | 22.3% | 26% |
| 20261015 | $2.38 | $1.02 | 30.8% | 62% |
| 20261014 | $1.50 | $1.03 | 22.5% | 27% |
| 20261013 | $1.42 | $1.07 | 22.0% | 24% |
| 20261012 | $1.60 | $1.12 | 22.3% | 25% |
| 20261009 | $1.55 | $1.35 | 26.0% | 41% |
| 20261008 | $3.77 | $1.25 | 37.4% | 91% |
| 20261007 | $1.48 | $0.70 | 25.7% | 40% |
| 20261006 | $1.55 | $1.35 | 25.3% | 38% |
| 20261005 | $1.40 | $1.27 | 21.7% | 23% |
| 20261002 | $0.80 | $0.80 | 26.7% | 45% |
| 20261001 | $0.85 | $0.85 | 28.7% | 53% |
| 20260930 | $0.73 | $0.73 | 28.5% | 52% |
| 20260929 | $0.90 | $0.90 | 28.7% | 53% |
| 20260928 | $0.90 | $0.90 | 23.2% | 30% |
| 20260925 | $1.05 | $1.05 | 24.1% | 33% |
| 20260924 | $1.03 | $1.03 | 39.6% | 100% |
| 20260923 | $1.10 | $1.10 | 24.4% | 47% |
| 20260922 | $1.05 | $1.05 | 22.8% | 37% |
| 20260921 | $1.00 | $1.00 | 29.8% | 78% |
| 20260918 | $1.60 | $1.02 | 29.3% | 75% |
| 20260917 | $1.50 | $3.38 | 20.9% | 26% |
| 20260916 | $1.88 | $1.62 | 28.0% | 67% |
| 20260915 | $1.55 | $1.07 | 21.5% | 30% |
| 20260914 | $1.32 | $1.25 | 17.7% | 8% |
| 20260911 | $1.60 | $1.12 | 25.2% | 51% |
| 20260910 | $1.60 | $1.25 | 26.1% | 56% |
| 20260909 | $1.60 | $0.95 | 25.2% | 51% |
| 20260908 | $1.52 | $1.38 | 24.1% | 45% |
| 20260904 | $1.40 | $0.95 | 26.6% | 59% |
| 20260903 | $1.58 | $1.05 | 33.7% | 100% |
| 20260902 | $0.80 | $0.80 | 20.5% | 27% |
| 20260901 | $0.82 | $0.82 | 19.8% | 23% |
| 20260831 | $0.90 | $0.90 | 19.6% | 21% |
| 20260828 | $0.90 | $0.90 | 18.5% | 14% |
| 20260827 | $0.97 | $0.97 | 18.9% | 17% |
| 20260826 | $0.82 | $0.82 | 17.8% | 10% |
| 20260825 | $1.15 | $1.15 | 19.9% | 23% |
| 20260824 | $1.00 | $1.00 | 19.3% | 19% |
| 20260821 | $1.23 | $0.17 | 21.8% | 35% |
| 20260820 | $1.12 | $0.30 | 20.7% | 28% |
| 20260819 | $1.18 | $0.53 | 19.8% | 22% |
| 20260818 | $1.07 | $0.35 | 18.7% | 15% |
| 20260817 | $1.12 | $0.50 | 18.8% | 16% |
| 20260814 | $1.20 | $0.35 | 19.2% | 18% |
| 20260813 | $1.10 | $0.45 | 17.7% | 8% |
| 20260812 | $1.10 | $0.38 | 17.1% | 5% |
| 20260811 | $1.15 | $0.42 | 17.4% | 7% |
| 20260810 | $1.08 | $0.55 | 16.3% | 0% |
| 20260807 | — | — | 17.7% | 0% |
| 20260806 | $1.38 | $0.72 | 22.2% | 24% |
| 20260805 | $1.07 | $1.07 | 22.4% | 26% |
| 20260804 | $0.80 | $0.80 | 24.3% | 40% |
| 20260803 | $1.65 | $1.65 | 25.6% | 51% |
| 20260731 | $1.55 | $1.55 | 25.2% | 35% |
| 20260730 | $1.52 | $1.52 | 23.9% | 28% |
More on CSWC
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.