Once you play a single match for a team, you cannot transfer to a competing team in that league. You can, of course, go play in another league.
Do yourself a favor, though. If you cannot transfer now, be a good soldier for the rest of the season. You do not want to make an enemy of your current captain, as you cannot know what the future may hold and you may want to return someday.
Also, do your captain a favor. Please do not accept an offer with his team for next season, have him hold a spot, and then bail to accept a different offer. That captain will remember that and will not be quick to give you a second chance to honor your obligations.