Finance

HIMS Move Probability $29.20 -0.03 (-0.1%)

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)
78.3%
Stock touched +5.0% ($30.66) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
40.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.4%
$22.08 — $36.32

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-49.6% to -37.7%: 15 occurrences (3.0%) -43.7% -37.7% to -25.9%: 20 occurrences (3.9%) -25.9% to -14.1%: 88 occurrences (17.3%) -14.1% to -2.3%: 120 occurrences (23.6%) -8.2% -2.3% to +9.6%: 91 occurrences (17.9%) +9.6% to +21.4%: 65 occurrences (12.8%) +21.4% to +33.2%: 46 occurrences (9.1%) 27.3% +33.2% to +45.0%: 18 occurrences (3.5%) +45.0% to +56.9%: 20 occurrences (3.9%) +56.9% to +68.7%: 9 occurrences (1.8%) 62.8% +68.7% to +80.5%: 2 occurrences (0.4%) +80.5% to +92.3%: 4 occurrences (0.8%) +92.3% to +104.2%: 4 occurrences (0.8%) 98.3% +104.2% to +116.0%: 2 occurrences (0.4%) +116.0% to +127.8%: 3 occurrences (0.6%) +127.8% to +139.6%: 1 occurrences (0.2%) 133.7%
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) 78.3% 40.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.0% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (6.54).
Standard Normal (Black-Scholes / GBM) 84.1% 42.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.1% 37.8% Filters for historical windows that started with volatility similar to current 20-day HV (201 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 103.4%
  • Recent 20-Day HV: 62.0%
  • Parkinson Intraday Volatility: 80.8%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +38.8%
  • Bottom 10% Move (10th percentile): -22.2%
  • Max Historical Gain (14d): +139.6%
  • Max Historical Loss (14d): -49.6%