Capital Southwest (CSWC)'s 30-day implied volatility (IV30) was 18.1% at the close on October 29, 2026, down from 19.2% the day before, against a 52-week range of 10.6% to 28.0%. Its 20-day historical volatility was 19.0%.

Key numbers

30-day implied volatility (IV30): 18.1%
IV30 52-week range: 10.6% to 28.0% (median 20.5%)
Historical volatility: 20-day 19.0%, 1-year 19.6%
Implied move by the nearest expiration: ±1.2%

Data as of October 29, 2026.

CSWC Implied Volatility (IV) vs Historical Volatility (HV)

Name: CSWC Implied Volatility
Creator: Market Chameleon