Capital Southwest Corp · Brief

Next report

2 days

Nov 2 · after closeest.Q2 FY27

Expected move

±1.7%implied · report alone

22.7923.55

straddle ±3.9%

spot 23.17exp Nov 20ATM strike 22.5ATM straddle 1.05IV 21%

Oct 30 closereport share · term structure

Expected move

—≥ implied

Q1 FY27±4.3%▲+3.26%×0.75

quarterimplied−5%0+5%realized×

Q1 FY27±4.3%▲+3.26%×0.75

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Nov 2 report · est.

Bull1

188managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

37managers holding four fifths of reported value13F · Jun 30 '26

9 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Oct 11 '26once per report · top 2 per case

CSWC report session

No linked exposure.

Oct 21impliedImplied move: ±5.2% into Nov 2 earnings (Oct 21 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.