CBOE·Cboe Global Markets, Inc.

Realized volatility (21d)

41.4% 96th pct

Below its peak

-6.2%

vs 200-day average

+17.7%

Up days (1y)

54%

Cboe Global Markets, Inc. is currently running 41.4% annualised volatility over the last 21 sessions. Measured against CBOE's own 13 years of daily returns rather than a market-wide average, that is the 96th percentile — an extreme by its own standards, against a typical reading of 20.7%.

CBOE is trading -6.2% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -15.3%, and the deepest was -40.2% in 2020. 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 +17.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 88th percentile — a wider gap than this stock usually carries. Over the past year CBOE closed higher on 54% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, CBOE finished the month higher 9 of 13 times, with a median return of +3.7% and an average of +3.7%. Its strongest month historically has been October at +4.6% on average, its weakest March at -1.8%.

Overnight risk is measurable too: CBOE has opened more than 2% away from the prior close in 77 of 3,267 sessions (2.4% of the time), with the largest gaps running +8.6% and -7.9%.

Across the last 4 dated reports on file, CBOE moved an average of 3.5% in the session after earnings, closing higher 3 of those 4 times, with a median move of +2.9% and a largest of +4.1%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-04, split-adjusted, recomputed daily. Percentiles are against CBOE's own 13-year history, not a peer group or index.