BSX·Boston Scientific Corporation

Realized volatility (21d)

32.7% 81st pct

Below its peak

-61.0%

vs 200-day average

-31.4%

Up days (1y)

46%

Boston Scientific Corporation is currently running 32.7% annualised volatility over the last 21 sessions. Measured against BSX's own 13 years of daily returns rather than a market-wide average, that is the 81st percentile — elevated for this stock, against a typical reading of 23.4%. 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.

BSX is trading -61.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.7%, and the deepest was -42.5% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -31.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 3rd percentile — a narrower gap than it typically runs. Over the past year BSX closed higher on 46% of sessions, and it is currently 3 sessions into a falling streak.

On October specifically: over 13 years of records, BSX finished the month higher 6 of 13 times, with a median return of -0.6% and an average of +0.4%. Its strongest month historically has been January at +5.5% on average, its weakest September at -2.3%. 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: BSX has opened more than 2% away from the prior close in 123 of 3,267 sessions (3.8% 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.

Across the last 3 dated reports on file, BSX moved an average of 1.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.5% and a largest of +2.1%.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against BSX's own 13-year history, not a peer group or index.