Finance

CHTR Move Probability $107.30 -2.73 (-2.5%)

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)
50.6%
Stock touched +5.0% ($112.67) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
19.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.62x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.4%
$95.07 — $119.53

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-40.9% to -36.3%: 4 occurrences (0.8%) -38.6% -36.3% to -31.7%: 9 occurrences (1.8%) -31.7% to -27.1%: 8 occurrences (1.6%) -27.1% to -22.5%: 10 occurrences (2.0%) -24.8% -22.5% to -17.9%: 12 occurrences (2.4%) -17.9% to -13.3%: 19 occurrences (3.7%) -13.3% to -8.7%: 54 occurrences (10.6%) -11.0% -8.7% to -4.1%: 80 occurrences (15.7%) -4.1% to +0.5%: 102 occurrences (20.1%) +0.5% to +5.1%: 114 occurrences (22.4%) 2.8% +5.1% to +9.6%: 35 occurrences (6.9%) +9.6% to +14.2%: 20 occurrences (3.9%) +14.2% to +18.8%: 16 occurrences (3.1%) 16.5% +18.8% to +23.4%: 14 occurrences (2.8%) +23.4% to +28.0%: 7 occurrences (1.4%) +28.0% to +32.6%: 4 occurrences (0.8%) 30.3%
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) 50.6% 19.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.9% Adjusts normal bell curve for real-world skewness (-2.16) and kurtosis (19.96).
Standard Normal (Black-Scholes / GBM) 66.9% 33.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 52.0% 21.4% Filters for historical windows that started with volatility similar to current 20-day HV (304 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 48.3%
  • Recent 20-Day HV: 39.5%
  • Parkinson Intraday Volatility: 37.2%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.6%
  • Top 10% Move (90th percentile): +10.8%
  • Bottom 10% Move (10th percentile): -16.5%
  • Max Historical Gain (14d): +32.6%
  • Max Historical Loss (14d): -40.9%