Finance

GOOGL Move Probability $334.71 -5.33 (-1.6%)

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)
3.1%
Stock touched +5.0% ($351.45) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
1.7%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.78x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.0%
$328.10 — $341.33

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%.

-7.3% to -6.2%: 3 occurrences (0.6%) -6.7% -6.2% to -5.1%: 0 occurrences (0.0%) -5.1% to -4.0%: 7 occurrences (1.3%) -4.0% to -3.0%: 14 occurrences (2.7%) -3.5% -3.0% to -1.9%: 32 occurrences (6.1%) -1.9% to -0.8%: 89 occurrences (17.1%) -0.8% to +0.3%: 137 occurrences (26.3%) -0.3% +0.3% to +1.3%: 118 occurrences (22.6%) +1.3% to +2.4%: 67 occurrences (12.9%) +2.4% to +3.5%: 31 occurrences (6.0%) 2.9% +3.5% to +4.5%: 13 occurrences (2.5%) +4.5% to +5.6%: 5 occurrences (1.0%) +5.6% to +6.7%: 1 occurrences (0.2%) 6.2% +6.7% to +7.8%: 1 occurrences (0.2%) +7.8% to +8.8%: 0 occurrences (0.0%) +8.8% to +9.9%: 3 occurrences (0.6%) 9.4%
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) 3.1% 1.7% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 10.3% Adjusts normal bell curve for real-world skewness (0.29) and kurtosis (3.14).
Standard Normal (Black-Scholes / GBM) 1.4% 0.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 1.9% 1.2% Filters for historical windows that started with volatility similar to current 20-day HV (162 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.4%
  • Recent 20-Day HV: 18.3%
  • Parkinson Intraday Volatility: 25.5%
  • Vol Trend: Compressed (-42% vs baseline)

1-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +2.4%
  • Bottom 10% Move (10th percentile): -2.0%
  • Max Historical Gain (1d): +9.9%
  • Max Historical Loss (1d): -7.3%