PSX·Phillips 66

Realized volatility (21d)

42.3% 91st pct

Below its peak

-11.5%

vs 200-day average

+31.3%

Up days (1y)

55%

Phillips 66 is currently running 42.3% annualised volatility over the last 21 sessions. Measured against PSX's own 13 years of daily returns rather than a market-wide average, that is the 91st percentile — an extreme by its own standards, against a typical reading of 27.2%.

PSX is trading -11.5% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -25.6%, and the deepest was -61.5% in 2020. 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 +31.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 97th percentile — a wider gap than this stock usually carries. Over the past year PSX closed higher on 55% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, PSX finished the month higher 8 of 13 times, with a median return of +1.1% and an average of +3.3%. Its strongest month historically has been November at +3.3% on average, its weakest June at -1.6%.

Overnight risk is measurable too: PSX has opened more than 2% away from the prior close in 139 of 3,268 sessions (4.3% of the time), with the largest gaps running +8.4% and -5.9%.

Across the last 4 dated reports on file, PSX moved an average of 1.6% in the session after earnings, closing higher 4 of those 4 times, with a median move of +1.8% and a largest of +2.8%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against PSX's own 13-year history, not a peer group or index.