Finance

GOOGL Move Probability $342.94 -2.04 (-0.6%)

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)
54.6%
Stock touched +5.0% ($360.09) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
32.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.67x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.4%
$317.50 — $368.38

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-14.9% to -12.4%: 2 occurrences (0.4%) -13.7% -12.4% to -10.0%: 15 occurrences (3.0%) -10.0% to -7.5%: 24 occurrences (4.7%) -7.5% to -5.0%: 49 occurrences (9.7%) -6.3% -5.0% to -2.6%: 42 occurrences (8.3%) -2.6% to -0.1%: 70 occurrences (13.8%) -0.1% to +2.4%: 64 occurrences (12.6%) 1.1% +2.4% to +4.8%: 74 occurrences (14.6%) +4.8% to +7.3%: 52 occurrences (10.3%) +7.3% to +9.7%: 29 occurrences (5.7%) 8.5% +9.7% to +12.2%: 26 occurrences (5.1%) +12.2% to +14.7%: 21 occurrences (4.1%) +14.7% to +17.1%: 20 occurrences (3.9%) 15.9% +17.1% to +19.6%: 9 occurrences (1.8%) +19.6% to +22.1%: 8 occurrences (1.6%) +22.1% to +24.5%: 2 occurrences (0.4%) 23.3%
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) 54.6% 32.7% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.5% Adjusts normal bell curve for real-world skewness (0.28) and kurtosis (3.1).
Standard Normal (Black-Scholes / GBM) 51.1% 25.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 56.5% 39.6% Filters for historical windows that started with volatility similar to current 20-day HV (255 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.5%
  • Recent 20-Day HV: 23.2%
  • Parkinson Intraday Volatility: 25.3%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.0%
  • Top 10% Move (90th percentile): +13.5%
  • Bottom 10% Move (10th percentile): -6.9%
  • Max Historical Gain (14d): +24.5%
  • Max Historical Loss (14d): -14.9%