Investcorp Credit Mgmt (ICMB)'s 30-day implied volatility (IV30) was 95.9% at the close on October 26, 2026, up from 87.3% the day before, against a 52-week range of 25.9% to 108.0%. Its 20-day historical volatility was 110.0%.

Key numbers

30-day implied volatility (IV30): 95.9%
IV30 52-week range: 25.9% to 108.0% (median 63.0%)
Historical volatility: 20-day 110.0%, 1-year 81.7%
Implied move by the nearest expiration: ±5.5%

Data as of October 26, 2026.

ICMB Implied Volatility (IV) vs Historical Volatility (HV)

Name: ICMB Implied Volatility
Creator: Market Chameleon