CSWC Short Volume

Capital Southwest Corporation (CSWC) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $1.41B, listed on NASDAQ, employing roughly 27 people, carrying a beta of 0.75 to the broader market. Capital Southwest Corporation is a business development company specializing in credit and private equity and venture capital investments in middle market companies, mezzanine, later stage, mature, late venture, emerging growth, buyouts, recapitalizations and growth capital investments. Led by Michael Scott Sarner, public since 1980-03-17.

Short volume measures the number of shares sold short on a given day as reported by FINRA. Tracking short volume relative to total volume helps identify unusual bearish sentiment or short-squeeze potential.

Latest Date
2026-05-15
Short Volume
187.0K
Total Volume
339.5K
Short %
55.08%
30-Day Avg Short %
55.38%

Showing 30 days of FINRA short volume data for Capital Southwest Corporation.

Learn how short volume is reported and how to read the data →

Frequently asked CSWC short volume questions

What is the daily CSWC short volume?
As of May 15, 2026, Capital Southwest Corporation (CSWC) short volume is 187.0K shares against 339.5K total reported volume, or 55.08% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CSWC short volume reported?
FINRA publishes the Daily Short Sale Volume File for trades reported to FINRA TRFs and the FINRA/Nasdaq ADF on a T+1 basis. The headline figure is the count of shares that printed at the short-sale or short-exempt tick across all reporting venues for the symbol; each exchange separately publishes its own daily short-sale data file.
What does CSWC short volume tell options traders?
Daily short-sale flow is one input that helps disambiguate dealer-hedging activity from directional bear flow when the chain shows fresh customer call inventory. It is not a clean MM-only proxy: the headline number mixes directional shorting, options-MM delta-hedging, ETF-creation arbitrage, and convertible-arb hedging. Cross-check against gamma-exposure and OI changes for a cleaner read.