Finance

DV Move Probability $13.56 +0.04 (+0.3%)

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)
57.3%
Stock touched +5.0% ($14.24) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
30.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.1%
$11.92 — $15.21

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%.

-36.7% to -32.7%: 13 occurrences (2.6%) -34.7% -32.7% to -28.6%: 1 occurrences (0.2%) -28.6% to -24.6%: 1 occurrences (0.2%) -24.6% to -20.5%: 6 occurrences (1.2%) -22.6% -20.5% to -16.5%: 11 occurrences (2.2%) -16.5% to -12.5%: 26 occurrences (5.1%) -12.5% to -8.4%: 36 occurrences (7.1%) -10.4% -8.4% to -4.4%: 44 occurrences (8.7%) -4.4% to -0.3%: 60 occurrences (11.8%) -0.3% to +3.7%: 122 occurrences (24.0%) 1.7% +3.7% to +7.8%: 82 occurrences (16.1%) +7.8% to +11.8%: 46 occurrences (9.1%) +11.8% to +15.8%: 40 occurrences (7.9%) 13.8% +15.8% to +19.9%: 11 occurrences (2.2%) +19.9% to +23.9%: 6 occurrences (1.2%) +23.9% to +28.0%: 3 occurrences (0.6%) 26.0%
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) 57.3% 30.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.8% Adjusts normal bell curve for real-world skewness (-5.02) and kurtosis (69.01).
Standard Normal (Black-Scholes / GBM) 68.8% 34.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (19 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.5%
  • Recent 20-Day HV: 3.5%
  • Parkinson Intraday Volatility: 35.4%
  • Vol Trend: Compressed (-93% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +12.6%
  • Bottom 10% Move (10th percentile): -13.2%
  • Max Historical Gain (14d): +28.0%
  • Max Historical Loss (14d): -36.7%