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Capital Southwest Corporation Common Stock CSWC

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Market datapartial · fetched 2026-10-22T04:38:15.137Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T21:29:53.158356462Z

FundamentalsAlpha Vantage · unavailable

Share price$22.39
1D-0.4%
AH$22.22$22.29$22.37$22.44$22.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSWC
Sold putSold callAH

Capital Southwest Corporation Common Stock options

Live interpolated CSWC call and put midpoint premiums by absolute delta.Capital Southwest Corporation Common Stock$0.35$3.34$6.33$9.32$12.30$16.82$19.68$22.53$25.38$28.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSWC spot · $22.39CSWC PRICE$0.90$0.94$0.89$0.83$0.78$0.73$0.68$1.22$1.84$2.46$3.08$3.70$4.32$0.68$0.68$0.69$0.69$0.69$0.70$0.90$2.66$4.42$6.17$7.93$9.69$11.44
PutsExpensive1.99×
CallsExpensive1.85×
SkewBullish-4.35 pp
Implied moveBearish±$1.59
TiltBearish35.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.22143.0%56.9%18.0597.0%22.4%
25Δ33.43137.4%53.5%18.8185.1%19.0%
30Δ31.30116.0%43.7%19.5673.2%15.7%
35Δ29.1694.5%34.0%20.3261.3%12.3%
40Δ27.0373.1%24.2%21.0849.4%9.0%
45Δ24.9051.7%14.5%21.8337.5%5.6%
50Δ22.7730.3%4.7%22.7128.7%2.6%
55Δ21.9134.3%3.3%24.4843.2%2.5%
60Δ21.2441.9%3.1%26.2657.7%2.4%
65Δ20.5749.5%2.9%28.0472.3%2.3%
70Δ19.9057.2%2.6%29.8286.8%2.2%
75Δ19.2364.8%2.4%31.59101.3%2.1%
80Δ18.5572.4%2.2%33.37115.9%2.1%

20Δ

Calls
Pseudo strike
34.22
IV
143.0%
B/E move
56.9%
Puts
Pseudo strike
18.05
IV
97.0%
B/E move
22.4%

25Δ

Calls
Pseudo strike
33.43
IV
137.4%
B/E move
53.5%
Puts
Pseudo strike
18.81
IV
85.1%
B/E move
19.0%

30Δ

Calls
Pseudo strike
31.30
IV
116.0%
B/E move
43.7%
Puts
Pseudo strike
19.56
IV
73.2%
B/E move
15.7%

35Δ

Calls
Pseudo strike
29.16
IV
94.5%
B/E move
34.0%
Puts
Pseudo strike
20.32
IV
61.3%
B/E move
12.3%

40Δ

Calls
Pseudo strike
27.03
IV
73.1%
B/E move
24.2%
Puts
Pseudo strike
21.08
IV
49.4%
B/E move
9.0%

45Δ

Calls
Pseudo strike
24.90
IV
51.7%
B/E move
14.5%
Puts
Pseudo strike
21.83
IV
37.5%
B/E move
5.6%

50Δ

Calls
Pseudo strike
22.77
IV
30.3%
B/E move
4.7%
Puts
Pseudo strike
22.71
IV
28.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
21.91
IV
34.3%
B/E move
3.3%
Puts
Pseudo strike
24.48
IV
43.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
21.24
IV
41.9%
B/E move
3.1%
Puts
Pseudo strike
26.26
IV
57.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
20.57
IV
49.5%
B/E move
2.9%
Puts
Pseudo strike
28.04
IV
72.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
19.90
IV
57.2%
B/E move
2.6%
Puts
Pseudo strike
29.82
IV
86.8%
B/E move
2.2%

75Δ

Calls
Pseudo strike
19.23
IV
64.8%
B/E move
2.4%
Puts
Pseudo strike
31.59
IV
101.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
18.55
IV
72.4%
B/E move
2.2%
Puts
Pseudo strike
33.37
IV
115.9%
B/E move
2.1%

Options history

No recorded observations