CSWC Short Volume
Capital Southwest Corporation (CSWC) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $1.44B, listed on NASDAQ, employing roughly 27 people, carrying a beta of 0.74 to the broader market. Capital Southwest Corporation operates as a business development company (BDC), specializing in credit, private equity, and venture capital investments focused on middle market companies throughout the United States. 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
- 2026-06-30
- Short Volume
- 129.4K
- Total Volume
- 316.0K
- Short %
- 40.94%
- 30-Day Avg Short %
- 54.65%
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 Jun 30, 2026, Capital Southwest Corporation (CSWC) short volume is 129.4K shares against 316.0K total reported volume, or 40.94% 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.