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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
32.1%
Stock touched +5.0% ($30.66) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
18.4%
Stock closed at or beyond +5.0% at the end of the 1-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%)
±6.5%
$27.30 — $31.10

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%.

-34.7% to -30.0%: 1 occurrences (0.2%) -32.3% -30.0% to -25.2%: 1 occurrences (0.2%) -25.2% to -20.5%: 2 occurrences (0.4%) -20.5% to -15.8%: 3 occurrences (0.6%) -18.2% -15.8% to -11.1%: 5 occurrences (1.0%) -11.1% to -6.4%: 41 occurrences (7.9%) -6.4% to -1.7%: 136 occurrences (26.1%) -4.1% -1.7% to +3.0%: 184 occurrences (35.3%) +3.0% to +7.7%: 99 occurrences (19.0%) +7.7% to +12.4%: 32 occurrences (6.1%) 10.1% +12.4% to +17.1%: 10 occurrences (1.9%) +17.1% to +21.9%: 3 occurrences (0.6%) +21.9% to +26.6%: 2 occurrences (0.4%) 24.2% +26.6% to +31.3%: 1 occurrences (0.2%) +31.3% to +36.0%: 0 occurrences (0.0%) +36.0% to +40.7%: 1 occurrences (0.2%) 38.3%
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) 32.1% 18.4% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.6% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (6.54).
Standard Normal (Black-Scholes / GBM) 45.4% 22.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 29.9% 16.4% Filters for historical windows that started with volatility similar to current 20-day HV (214 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)

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +7.5%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (1d): +40.7%
  • Max Historical Loss (1d): -34.7%