Finance

GOOGL Move Probability $283.31 +3.42 (+1.2%)

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)
54.9%
Stock touched +5.0% ($297.48) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
31.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.8%
$261.32 — $305.31

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-20.7% to -17.8%: 3 occurrences (0.6%) -19.2% -17.8% to -15.0%: 0 occurrences (0.0%) -15.0% to -12.2%: 2 occurrences (0.4%) -12.2% to -9.4%: 19 occurrences (3.7%) -10.8% -9.4% to -6.5%: 40 occurrences (7.9%) -6.5% to -3.7%: 46 occurrences (9.1%) -3.7% to -0.9%: 77 occurrences (15.2%) -2.3% -0.9% to +1.9%: 71 occurrences (14.0%) +1.9% to +4.8%: 88 occurrences (17.3%) +4.8% to +7.6%: 52 occurrences (10.2%) 6.2% +7.6% to +10.4%: 33 occurrences (6.5%) +10.4% to +13.2%: 22 occurrences (4.3%) +13.2% to +16.1%: 31 occurrences (6.1%) 14.7% +16.1% to +18.9%: 9 occurrences (1.8%) +18.9% to +21.7%: 13 occurrences (2.6%) +21.7% to +24.5%: 2 occurrences (0.4%) 23.1%
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) 54.9% 31.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.0% Adjusts normal bell curve for real-world skewness (-0.28) and kurtosis (5.89).
Standard Normal (Black-Scholes / GBM) 53.0% 26.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 49.0% 20.8% Filters for historical windows that started with volatility similar to current 20-day HV (202 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 32.9%
  • Recent 20-Day HV: 52.1%
  • Parkinson Intraday Volatility: 25.5%
  • Vol Trend: Expanded (+58% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.8%
  • Top 10% Move (90th percentile): +13.5%
  • Bottom 10% Move (10th percentile): -7.0%
  • Max Historical Gain (14d): +24.5%
  • Max Historical Loss (14d): -20.7%