Investcorp Credit Management BDC Inc (ICMB) Historical Volatility

Tracking ICMB historical volatility helps you see how much Investcorp Credit Management BDC Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Investcorp Credit Management BDC Inc's HV tells you what really happened. Use our scanner to monitor ICMB 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The ICMB 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Investcorp Credit Management BDC Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Investcorp Credit Management BDC, Inc. is a business development company specializing in loan, mezzanine, middle market, growth capital, acquisitions, market/product expansion, organic growth, refinancings and recapitalization investments. It also selectively invests in mezzanine loans/structured equity and in the equity of portfolio companies through warrants and other instruments, in most cases taking such upside participation interests as part of a broader investment relationship. The fund typically invests in United States and Europe. Within United States, the fund seeks to invest in Midatlantic, Midwest, Northeast, Southeast, and West Coast regions.

The fund primarily invests in cable and satellites; consumer services; healthcare equipment and services; industrials; information technology; telecommunication services; and utilities sectors. The fund seeks to invest between $5 million to $25 million in companies that have annual revenues of at least $50 million with EBITDA at least $15 million.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Investcorp Credit Management BDC Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ICMB HV is running hot, cold, or in line. Make the ICMB 30 day historical volatility — and every other window — work for your edge instead of against it.