IBKR·Interactive Brokers Group, Inc.

Realized volatility (21d)

26.6% 45th pct

Below its peak

-9.7%

vs 200-day average

+9.5%

Up days (1y)

50%

Interactive Brokers Group, Inc. is currently running 26.6% 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 45th percentile — close to its own typical level, against a typical reading of 28.1%. 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.

IBKR is trading -9.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -24.4%, 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 +9.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 52nd percentile — close to the gap it normally carries. Over the past year IBKR closed higher on 50% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, IBKR finished the month higher 8 of 13 times, with a median return of +2.2% and an average of +4.1%. Its strongest month historically has been November at +6.0% on average, its weakest March at -3.7%. 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: IBKR has opened more than 2% away from the prior close in 150 of 3,265 sessions (4.6% of the time), with the largest gaps running +7.4% and -15.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against IBKR's own 13-year history, not a peer group or index.