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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Capital Southwest Corporation (CSWC) - NASDAQ Next Earnings Date: OS Estimate: May 18, 2026 AC
OS Projected Window: May 18, 2026 to May 23, 2026
EVR: 1.1
Avg Daily Volume: 654,966    Market Cap: 1.4B
Sector: Financial    Short Interest: 5.78
Live Interactive Chart
Days to Next Earnings: 68 Days

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Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Feb. 2, 2026 AC 1.2 $23.15 @$22.50 $1.20
($23.15)
5.33% 2.98% I 0.56% I $23.28 $1.15
( $23.28 )
-4.17%
Nov. 3, 2025 AC 1.2 $20.43 @$20.00 $1.27
($20.43)
6.35% -2.54% I -2.25% I $19.97 $1.00
( $19.97 )
-21.26%
Aug. 6, 2025 AC 1.3 $22.63 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 14, 2025 AC 1.4 $20.94 @$20.00
Feb. 3, 2025 AC 1.4 $22.28 @$22.50
Oct. 28, 2024 AC 1.4 $25.72 @$25.00
Aug. 5, 2024 AC None $0.00 @$22.50
May 14, 2024 AC 1.5 $27.20 @$25.00
Jan. 29, 2024 AC 1.5 $25.29 @$25.00
Oct. 30, 2023 AC 1.6 $21.09 @$20.00

 
 
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