Finance

AVGO Move Probability $339.40 +0.10 (+0.0%)

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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Touch Probability (First Passage)
65.8%
Stock touched -3.5% ($327.52) at least once during 10 trading days.
Median first touch: Day 3 of 10
Expiration Close Probability
27.2%
Stock closed at or beyond -3.5% at the end of the 10-day window.
The Touch Multiple
2.42x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.4%
$304.26 — $374.54

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 511 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for -3.5%.

-23.6% to -19.0%: 6 occurrences (1.2%) -21.3% -19.0% to -14.4%: 13 occurrences (2.5%) -14.4% to -9.8%: 26 occurrences (5.1%) -9.8% to -5.2%: 70 occurrences (13.7%) -7.5% -5.2% to -0.6%: 88 occurrences (17.2%) -0.6% to +4.1%: 116 occurrences (22.7%) +4.1% to +8.7%: 100 occurrences (19.6%) 6.4% +8.7% to +13.3%: 40 occurrences (7.8%) +13.3% to +17.9%: 18 occurrences (3.5%) +17.9% to +22.5%: 15 occurrences (2.9%) 20.2% +22.5% to +27.1%: 6 occurrences (1.2%) +27.1% to +31.7%: 7 occurrences (1.4%) +31.7% to +36.3%: 2 occurrences (0.4%) 34.0% +36.3% to +40.9%: 2 occurrences (0.4%) +40.9% to +45.5%: 1 occurrences (0.2%) +45.5% to +50.2%: 1 occurrences (0.2%) 47.9%
Historical returns Target move zone (-3.5%+) 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) 65.8% 27.2% Model-free reality across 511 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.7% Adjusts normal bell curve for real-world skewness (0.22) and kurtosis (7.55).
Standard Normal (Black-Scholes / GBM) 73.1% 36.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.0% 23.7% Filters for historical windows that started with volatility similar to current 20-day HV (287 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 52.0%
  • Recent 20-Day HV: 34.6%
  • Parkinson Intraday Volatility: 37.6%
  • Vol Trend: Compressed (-33% vs baseline)

10-Day Return Quantiles

  • Median Return: +1.9%
  • Top 10% Move (90th percentile): +13.3%
  • Bottom 10% Move (10th percentile): -9.0%
  • Max Historical Gain (10d): +50.2%
  • Max Historical Loss (10d): -23.6%