Finance

CELH Move Probability $28.32 -1.63 (-5.4%)

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)
14.0%
Stock touched +5.0% ($29.74) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
7.7%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.9%
$27.21 — $29.43

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-24.9% to -21.6%: 1 occurrences (0.2%) -23.3% -21.6% to -18.3%: 1 occurrences (0.2%) -18.3% to -15.0%: 0 occurrences (0.0%) -15.0% to -11.7%: 1 occurrences (0.2%) -13.4% -11.7% to -8.4%: 0 occurrences (0.0%) -8.4% to -5.1%: 27 occurrences (5.2%) -5.1% to -1.8%: 110 occurrences (21.1%) -3.5% -1.8% to +1.5%: 225 occurrences (43.2%) +1.5% to +4.7%: 111 occurrences (21.3%) +4.7% to +8.0%: 35 occurrences (6.7%) 6.4% +8.0% to +11.3%: 5 occurrences (1.0%) +11.3% to +14.6%: 1 occurrences (0.2%) +14.6% to +17.9%: 3 occurrences (0.6%) 16.3% +17.9% to +21.2%: 0 occurrences (0.0%) +21.2% to +24.5%: 0 occurrences (0.0%) +24.5% to +27.8%: 1 occurrences (0.2%) 26.2%
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) 14.0% 7.7% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.2% Adjusts normal bell curve for real-world skewness (-0.21) and kurtosis (10.13).
Standard Normal (Black-Scholes / GBM) 21.3% 10.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 12.9% 6.8% Filters for historical windows that started with volatility similar to current 20-day HV (294 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.2%
  • Recent 20-Day HV: 41.9%
  • Parkinson Intraday Volatility: 47.8%
  • Vol Trend: Compressed (-33% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +4.5%
  • Bottom 10% Move (10th percentile): -4.2%
  • Max Historical Gain (1d): +27.8%
  • Max Historical Loss (1d): -24.9%