Finance

GOOGL Move Probability $283.67 +3.77 (+1.3%)

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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Touch Probability (First Passage)
60.2%
Stock touched +3.5% ($293.60) at least once during 10 trading days.
Median first touch: Day 4 of 10
Expiration Close Probability
33.0%
Stock closed at or beyond +3.5% at the end of the 10-day window.
The Touch Multiple
1.82x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.6%
$265.05 — $302.29

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 512 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +3.5%.

-18.8% to -16.3%: 3 occurrences (0.6%) -17.5% -16.3% to -13.7%: 1 occurrences (0.2%) -13.7% to -11.2%: 4 occurrences (0.8%) -11.2% to -8.7%: 16 occurrences (3.1%) -9.9% -8.7% to -6.1%: 32 occurrences (6.2%) -6.1% to -3.6%: 47 occurrences (9.2%) -3.6% to -1.1%: 79 occurrences (15.4%) -2.3% -1.1% to +1.5%: 74 occurrences (14.5%) +1.5% to +4.0%: 106 occurrences (20.7%) +4.0% to +6.5%: 51 occurrences (10.0%) 5.3% +6.5% to +9.1%: 35 occurrences (6.8%) +9.1% to +11.6%: 27 occurrences (5.3%) +11.6% to +14.1%: 15 occurrences (2.9%) 12.9% +14.1% to +16.7%: 13 occurrences (2.5%) +16.7% to +19.2%: 8 occurrences (1.6%) +19.2% to +21.7%: 1 occurrences (0.2%) 20.5%
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) 60.2% 33.0% Model-free reality across 512 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.2% Adjusts normal bell curve for real-world skewness (-0.28) and kurtosis (5.89).
Standard Normal (Black-Scholes / GBM) 60.0% 30.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.5% 26.7% 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: 52.2%
  • Parkinson Intraday Volatility: 25.5%
  • Vol Trend: Expanded (+58% vs baseline)

10-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +10.6%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (10d): +21.7%
  • Max Historical Loss (10d): -18.8%