Investcorp Credit Management BDC Inc

ICMBNASDAQ · USD
0.86USD0.00 (+0.12%)

Investcorp Credit Management BDC Inc (ICMB) Implied Volatility Current

ICMB implied volatility is 395%. IV Rank is 78%, placing current premiums in the top of their 52-week range.

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Tracking ICMB implied volatility helps you identify when options premiums on Investcorp Credit Management BDC Inc are historically cheap or expensive, and where the best trades are hiding. Investcorp Credit Management BDC Inc implied volatility reflects the market's expectation of future price movement: when ICMB IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor Investcorp Credit Management BDC Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For ICMB, tracking metrics like ICMB IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on ICMB signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

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.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where ICMB implied volatility sits today versus where it has been. Our scanner ranks Investcorp Credit Management BDC Inc implied volatility against its historical range, surfaces extremes in ICMB IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether Investcorp Credit Management BDC Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
78.17%IV Rank
High

IV is near its yearly peak - premiums are expensive, favoring sellers.

Implied Volatility (30d)394.89%

IV Rank78.17%

Historical Volatility (30d)32.47%

IV - HV+362.42%

As of September 21, 2026

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