CSWCNasdaqFinancial

Capital Southwest Corp (CSWC) earnings date, market-implied expected move, and options open interest by expiry

23.29

+0.04 · +0.17%

post 23.78 +2.12%

After hours15:59 ETdelayed

Open23.63Volume580,432Mkt cap$1.5BP/E13.59EPS1.75Div yield9.92%

Day23.63 – 23.8862%52-wk17.82 – 25.2780%

CSWC

Capital Southwest Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 1

after close · in 89 days

est.Q3 FY27

Calendar

Next report

Last report

−0.77%

vs ±4.3% implied · ×0.18

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−9.08%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

188 managers

Top fund weight

—

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Capital Southwest (CSWC) is expected to report on Feb 1 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q1 FY27Aug 3 '26confirmed±4.3%▲+3.26%×0.75

Q2 FY27Nov 2 '26confirmed±4.3%▼−0.77%×0.18

quarterimplied−5%0+5%realized×

Q2 FY27±4.3%▼−0.77%×0.18

Q1 FY27±4.3%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

3.39OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,4320%Nov 2016d19.931220%19.93

2,5130%Dec 1844d1.112,269+4%1.11

report · Feb 1 · after close · est.

4,0420%Mar 19135d1,1940%

ExpiryPutsCallsP/C

Nov 2016d2,4320%1220%19.93

Dec 1844d2,5130%2,269+4%1.11

report · Feb 1 · after close · est.

Mar 19135d4,0420%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY27

31.92%as filednet margin · revenue +10.01% QoQ · +17.93% YoY

Revenue$67M+10.01%

Pre-tax income$37M+6.28%

Net income$21M31.92%−13.33%

Tax$874,000+222.93%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

PPI ×1.48· ±1.4% vs ±0.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.4%4 of 10×1.48

FOMCrate decision±1.3%8 of 24×1.35

NFPjobs report±0.9%4 of 10×0.99

GDPgross domestic product±0.8%11 of 19×0.80

CPROFcorporate profits±0.7%9 of 12×0.76

PCEpersonal income & outlays±0.6%10 of 19×0.67

CPIconsumer prices±0.6%7 of 10×0.60

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.33 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Nov 2 '26 · confirmed	0.33	—
Q1 FY27	Aug 3 '26 · confirmed	0.39	—
Q4 FY26	—	0.44	—
Q3 FY26	—	0.54	—

Methodology

ties · implied moves · holdersMethod