IBKR·Interactive Brokers Group, Inc.

Realized volatility (21d)

34.4% 70th pct

Below its peak

-20.9%

vs 200-day average

-6.1%

Up days (1y)

49%

Interactive Brokers Group, Inc. is currently running 34.4% annualised volatility over the last 21 sessions. Measured against IBKR's own 13 years of daily returns rather than a market-wide average, that is the 70th percentile — a little above its own norm, against a typical reading of 28.2%.

IBKR is trading -20.9% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -24.1%, and the deepest was -41.3% in 2018. 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 -6.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 17th percentile — a narrower gap than it typically runs. Over the past year IBKR closed higher on 49% of sessions, and it is currently 3 sessions into a rising streak.

On November specifically: over 13 years of records, IBKR finished the month higher 10 of 13 times, with a median return of +3.4% and an average of +5.8%. Its strongest month historically has been November at +5.8% on average, its weakest March at -3.7%.

Overnight risk is measurable too: IBKR has opened more than 2% away from the prior close in 150 of 3,266 sessions (4.6% of the time), with the largest gaps running +7.4% and -15.9%.

Across the last 3 dated reports on file, IBKR moved an average of 2.4% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.4% and a largest of +3.4%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against IBKR's own 13-year history, not a peer group or index.