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)
59.1%
Stock touched +3.5% ($354.94) at least once during 10 trading days.
Median first touch: Day 4 of 10
Expiration Close Probability
34.1%
Stock closed at or beyond +3.5% at the end of the 10-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.3%
$321.44 — $364.44

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 511 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +3.5%.

-15.1% to -12.8%: 1 occurrences (0.2%) -14.0% -12.8% to -10.5%: 6 occurrences (1.2%) -10.5% to -8.2%: 17 occurrences (3.3%) -8.2% to -5.9%: 30 occurrences (5.9%) -7.1% -5.9% to -3.6%: 48 occurrences (9.4%) -3.6% to -1.3%: 67 occurrences (13.1%) -1.3% to +1.0%: 72 occurrences (14.1%) -0.2% +1.0% to +3.3%: 91 occurrences (17.8%) +3.3% to +5.6%: 61 occurrences (11.9%) +5.6% to +7.9%: 33 occurrences (6.5%) 6.7% +7.9% to +10.2%: 31 occurrences (6.1%) +10.2% to +12.5%: 21 occurrences (4.1%) +12.5% to +14.8%: 14 occurrences (2.7%) 13.7% +14.8% to +17.1%: 11 occurrences (2.2%) +17.1% to +19.4%: 7 occurrences (1.4%) +19.4% to +21.7%: 1 occurrences (0.2%) 20.6%
Historical returns Target move zone (+3.5%+) 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) 59.1% 34.1% Model-free reality across 511 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.2% Adjusts normal bell curve for real-world skewness (0.28) and kurtosis (3.1).
Standard Normal (Black-Scholes / GBM) 58.3% 29.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.3% 36.0% Filters for historical windows that started with volatility similar to current 20-day HV (258 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)

10-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +10.6%
  • Bottom 10% Move (10th percentile): -6.2%
  • Max Historical Gain (10d): +21.7%
  • Max Historical Loss (10d): -15.1%