NVDA·NVIDIA Corporation

Realized volatility (21d)

23.9% 7th pct

Below its peak

-9.6%

vs 200-day average

+6.4%

Up days (1y)

49%

NVIDIA Corporation is currently running 23.9% annualised volatility over the last 21 sessions. Measured against NVDA's own 13 years of daily returns rather than a market-wide average, that is the 7th percentile — unusually subdued by its own history, against a typical reading of 37.7%. 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.

NVDA is trading -9.6% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -25.3%, and the deepest was -63.1% in 2022. 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 +6.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 24th percentile — a narrower gap than it typically runs. Over the past year NVDA closed higher on 49% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, NVDA finished the month higher 9 of 14 times, with a median return of +6.6% and an average of +4.3%. Its strongest month historically has been May at +13.7% on average, its weakest December at -0.2%. 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: NVDA has opened more than 2% away from the prior close in 196 of 3,275 sessions (6.0% of the time), with the largest gaps running +7.5% and -6.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,276 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against NVDA's own 13-year history, not a peer group or index.