ASML·ASML Holding NV

Realized volatility (21d)

27.3% 38th pct

Below its peak

-13.5%

vs 200-day average

+9.5%

Up days (1y)

53%

ASML Holding NV is currently running 27.3% annualised volatility over the last 21 sessions. Measured against ASML's own 13 years of daily returns rather than a market-wide average, that is the 38th percentile — on the quiet side for this stock, against a typical reading of 31.0%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

ASML is trading -13.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -24.3%, and the deepest was -52.5% in 2022. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +9.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 45th percentile — close to the gap it normally carries. Over the past year ASML closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, ASML finished the month higher 8 of 14 times, with a median return of +2.6% and an average of +0.8%. Its strongest month historically has been January at +6.5% on average, its weakest April at -1.1%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: ASML has opened more than 2% away from the prior close in 356 of 3,268 sessions (10.9% of the time), with the largest gaps running +9.8% and -9.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against ASML's own 13-year history, not a peer group or index.