ICE·Intercontinental Exchange, Inc.

Realized volatility (21d)

18.3% 46th pct

Below its peak

-17.7%

vs 200-day average

+0.2%

Up days (1y)

52%

Intercontinental Exchange, Inc. is currently running 18.3% annualised volatility over the last 21 sessions. Measured against ICE's own 13 years of daily returns rather than a market-wide average, that is the 46th percentile — close to its own typical level, against a typical reading of 18.9%. 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.

ICE is trading -17.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -12.8%, and the deepest was -34.6% in 2022. 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 +0.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 22nd percentile — a narrower gap than it typically runs. Over the past year ICE closed higher on 52% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, ICE finished the month higher 8 of 14 times, with a median return of +1.7% and an average of +1.6%. Its strongest month historically has been November at +6.2% on average, its weakest September at -2.6%. 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: ICE has opened more than 2% away from the prior close in 60 of 3,268 sessions (1.8% of the time), with the largest gaps running +4.5% and -4.0%. 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, ICE moved an average of 1.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.6% and a largest of -2.3%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against ICE's own 13-year history, not a peer group or index.