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ICMB - Investcorp Credit Management BDC
Implied Volatility Analysis

Implied Volatility:
231.3%

Investcorp Credit Management BDC has an Implied Volatility (IV) of 231.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ICMB is 31 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for ICMB is 1.43 standard deviations away from its 1 year mean.

Market Cap$53.38M
Dividend Yield15.43% ($0.57)
Next Earnings Date11/7/2022 (38d)
Implied Volatility (IV) 30d
231.32
Implied Volatility Rank (IVR) 1y
31.20
Implied Volatility Percentile (IVP) 1y
93.98
Historical Volatility (HV) 30d
65.19
IV / HV
3.55
Open Interest
433.00
Option Volume
1.00

Data was calculated after the 9/29/2022 closing.

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