NFLX·Netflix, Inc.

Realized volatility (21d)

29.4% 37th pct

Below its peak

-47.1%

vs 200-day average

-14.9%

Up days (1y)

46%

Netflix, Inc. is currently running 29.4% annualised volatility over the last 21 sessions. Measured against NFLX's own 13 years of daily returns rather than a market-wide average, that is the 37th percentile — on the quiet side for this stock, against a typical reading of 33.7%. 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.

NFLX is trading -47.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -28.3%, and the deepest was -72.2% 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 -14.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 14th percentile — a narrower gap than it typically runs. Over the past year NFLX closed higher on 46% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, NFLX finished the month higher 9 of 14 times, with a median return of +5.4% and an average of +3.5%. Its strongest month historically has been January at +9.2% on average, its weakest March at -2.5%. 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: NFLX has opened more than 2% away from the prior close in 44 of 3,268 sessions (1.3% of the time), with the largest gaps running +6.9% and -6.9%. 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, NFLX moved an average of 1.9% in the session after earnings, closing higher 2 of those 3 times, with a median move of +2.3% and a largest of +3.3%.

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