Finance

HTZ Move Probability $2.08 +0.16 (+8.1%)

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)
28.2%
Stock touched +5.0% ($2.18) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
13.1%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.16x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.2%
$1.95 — $2.21

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%.

-41.1% to -35.2%: 1 occurrences (0.2%) -38.1% -35.2% to -29.3%: 0 occurrences (0.0%) -29.3% to -23.4%: 0 occurrences (0.0%) -23.4% to -17.4%: 0 occurrences (0.0%) -20.4% -17.4% to -11.5%: 7 occurrences (1.3%) -11.5% to -5.6%: 44 occurrences (8.4%) -5.6% to +0.3%: 240 occurrences (46.1%) -2.7% +0.3% to +6.2%: 179 occurrences (34.4%) +6.2% to +12.1%: 34 occurrences (6.5%) +12.1% to +18.0%: 11 occurrences (2.1%) 15.1% +18.0% to +23.9%: 1 occurrences (0.2%) +23.9% to +29.8%: 1 occurrences (0.2%) +29.8% to +35.8%: 1 occurrences (0.2%) 32.8% +35.8% to +41.7%: 0 occurrences (0.0%) +41.7% to +47.6%: 1 occurrences (0.2%) +47.6% to +53.5%: 1 occurrences (0.2%) 50.5%
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) 28.2% 13.1% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.7% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (17.15).
Standard Normal (Black-Scholes / GBM) 43.5% 21.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 28.1% 11.9% Filters for historical windows that started with volatility similar to current 20-day HV (352 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 99.2%
  • Recent 20-Day HV: 77.0%
  • Parkinson Intraday Volatility: 78.4%
  • Vol Trend: Compressed (-22% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +6.0%
  • Bottom 10% Move (10th percentile): -5.6%
  • Max Historical Gain (1d): +53.5%
  • Max Historical Loss (1d): -41.1%