Finance

ABNB Move Probability $175.59 +1.90 (+1.1%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
46.2%
Stock touched +5.0% ($184.37) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
25.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.7%
$160.39 — $190.79

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-20.5% to -17.3%: 6 occurrences (1.2%) -18.9% -17.3% to -14.0%: 6 occurrences (1.2%) -14.0% to -10.7%: 20 occurrences (3.9%) -10.7% to -7.4%: 28 occurrences (5.5%) -9.0% -7.4% to -4.1%: 74 occurrences (14.5%) -4.1% to -0.8%: 86 occurrences (16.9%) -0.8% to +2.5%: 94 occurrences (18.5%) 0.8% +2.5% to +5.8%: 75 occurrences (14.7%) +5.8% to +9.1%: 45 occurrences (8.8%) +9.1% to +12.3%: 29 occurrences (5.7%) 10.7% +12.3% to +15.6%: 22 occurrences (4.3%) +15.6% to +18.9%: 8 occurrences (1.6%) +18.9% to +22.2%: 3 occurrences (0.6%) 20.6% +22.2% to +25.5%: 8 occurrences (1.6%) +25.5% to +28.8%: 2 occurrences (0.4%) +28.8% to +32.1%: 3 occurrences (0.6%) 30.4%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 46.2% 25.7% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.7% Adjusts normal bell curve for real-world skewness (0.83) and kurtosis (9.17).
Standard Normal (Black-Scholes / GBM) 57.3% 28.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 44.0% 22.5% Filters for historical windows that started with volatility similar to current 20-day HV (298 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 36.7%
  • Recent 20-Day HV: 26.1%
  • Parkinson Intraday Volatility: 28.3%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +11.6%
  • Bottom 10% Move (10th percentile): -8.5%
  • Max Historical Gain (14d): +32.1%
  • Max Historical Loss (14d): -20.5%