Capital Southwest Corporation Common Stock CSWC
FINANCIAL SERVICES · ASSET MANAGEMENTi
Market dataready · fetched 2026-11-11T13:47:23.810Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-11T12:37:18.182985677Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:47:23.442448+00:00
Capital Southwest Corporation Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.27 | 134.5% | 26.6% | 22.82 | 34.2% | 4.9% |
| 25Δ | 28.42 | 137.3% | 24.8% | 23.04 | 37.1% | 4.6% |
| 30Δ | 27.57 | 140.0% | 23.0% | 23.27 | 40.1% | 4.3% |
| 35Δ | 26.72 | 142.8% | 21.2% | 23.49 | 43.0% | 4.0% |
| 40Δ | 25.87 | 145.5% | 19.4% | 23.72 | 45.9% | 3.6% |
| 45Δ | 25.02 | 148.3% | 17.6% | 23.94 | 48.8% | 3.3% |
| 50Δ | 24.17 | 151.1% | 15.8% | 24.17 | 51.8% | 3.0% |
| 55Δ | 23.32 | 153.8% | 14.0% | 24.39 | 54.7% | 2.7% |
| 60Δ | 22.47 | 156.6% | 12.2% | 24.61 | 57.6% | 2.3% |
| 65Δ | 21.63 | 159.4% | 10.4% | 24.84 | 60.5% | 2.0% |
| 70Δ | 20.78 | 162.1% | 8.6% | |||
| 75Δ | 19.93 | 164.9% | 6.8% | |||
| 80Δ | 19.08 | 167.6% | 5.0% | 30.18 | 155.3% | 2.3% |
20Δ
- Pseudo strike
- 29.27
- IV
- 134.5%
- B/E move
- 26.6%
- Pseudo strike
- 22.82
- IV
- 34.2%
- B/E move
- 4.9%
25Δ
- Pseudo strike
- 28.42
- IV
- 137.3%
- B/E move
- 24.8%
- Pseudo strike
- 23.04
- IV
- 37.1%
- B/E move
- 4.6%
30Δ
- Pseudo strike
- 27.57
- IV
- 140.0%
- B/E move
- 23.0%
- Pseudo strike
- 23.27
- IV
- 40.1%
- B/E move
- 4.3%
35Δ
- Pseudo strike
- 26.72
- IV
- 142.8%
- B/E move
- 21.2%
- Pseudo strike
- 23.49
- IV
- 43.0%
- B/E move
- 4.0%
40Δ
- Pseudo strike
- 25.87
- IV
- 145.5%
- B/E move
- 19.4%
- Pseudo strike
- 23.72
- IV
- 45.9%
- B/E move
- 3.6%
45Δ
- Pseudo strike
- 25.02
- IV
- 148.3%
- B/E move
- 17.6%
- Pseudo strike
- 23.94
- IV
- 48.8%
- B/E move
- 3.3%
50Δ
- Pseudo strike
- 24.17
- IV
- 151.1%
- B/E move
- 15.8%
- Pseudo strike
- 24.17
- IV
- 51.8%
- B/E move
- 3.0%
55Δ
- Pseudo strike
- 23.32
- IV
- 153.8%
- B/E move
- 14.0%
- Pseudo strike
- 24.39
- IV
- 54.7%
- B/E move
- 2.7%
60Δ
- Pseudo strike
- 22.47
- IV
- 156.6%
- B/E move
- 12.2%
- Pseudo strike
- 24.61
- IV
- 57.6%
- B/E move
- 2.3%
65Δ
- Pseudo strike
- 21.63
- IV
- 159.4%
- B/E move
- 10.4%
- Pseudo strike
- 24.84
- IV
- 60.5%
- B/E move
- 2.0%
70Δ
- Pseudo strike
- 20.78
- IV
- 162.1%
- B/E move
- 8.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 19.93
- IV
- 164.9%
- B/E move
- 6.8%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 19.08
- IV
- 167.6%
- B/E move
- 5.0%
- Pseudo strike
- 30.18
- IV
- 155.3%
- B/E move
- 2.3%
Options history
Table
| Date | IV (%) |
|---|---|
| 27.03% | |
| 23.82% | |
| 24.68% | |
| 25.68% | |
| 21.93% | |
| 26.28% |
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