CHKP·Check Point Software Technologies Ltd.

Realized volatility (21d)

36.5% 92nd pct

Below its peak

-43.2%

vs 200-day average

-10.8%

Up days (1y)

49%

Check Point Software Technologies Ltd. is currently running 36.5% annualised volatility over the last 21 sessions. Measured against CHKP's own 13 years of daily returns rather than a market-wide average, that is the 92nd percentile — an extreme by its own standards, against a typical reading of 21.0%. 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.

CHKP is trading -43.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.0%, and the deepest was -31.2% 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 -10.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 6th percentile — a narrower gap than it typically runs. Over the past year CHKP closed higher on 49% of sessions, and it is currently 4 sessions into a falling streak.

On September specifically: over 13 years of records, CHKP finished the month higher 8 of 13 times, with a median return of +0.8% and an average of -0.4%. Its strongest month historically has been January at +3.8% on average, its weakest April at -4.0%. 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: CHKP has opened more than 2% away from the prior close in 100 of 3,267 sessions (3.1% of the time), with the largest gaps running +7.5% and -10.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against CHKP's own 13-year history, not a peer group or index.