Finance

META Move Probability $612.54 -2.32 (-0.4%)

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)
49.4%
Stock touched +5.0% ($643.17) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
29.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.67x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.2%
$556.00 — $669.09

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-20.5% to -17.3%: 8 occurrences (1.6%) -18.9% -17.3% to -14.1%: 16 occurrences (3.1%) -14.1% to -10.8%: 28 occurrences (5.5%) -10.8% to -7.6%: 41 occurrences (8.1%) -9.2% -7.6% to -4.4%: 49 occurrences (9.6%) -4.4% to -1.2%: 82 occurrences (16.1%) -1.2% to +2.0%: 74 occurrences (14.6%) 0.4% +2.0% to +5.2%: 64 occurrences (12.6%) +5.2% to +8.5%: 38 occurrences (7.5%) +8.5% to +11.7%: 44 occurrences (8.7%) 10.1% +11.7% to +14.9%: 22 occurrences (4.3%) +14.9% to +18.1%: 22 occurrences (4.3%) +18.1% to +21.3%: 6 occurrences (1.2%) 19.7% +21.3% to +24.5%: 6 occurrences (1.2%) +24.5% to +27.8%: 5 occurrences (1.0%) +27.8% to +31.0%: 3 occurrences (0.6%) 29.4%
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) 49.4% 29.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.2% Adjusts normal bell curve for real-world skewness (0.29) and kurtosis (5.24).
Standard Normal (Black-Scholes / GBM) 59.7% 29.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.5% 33.5% Filters for historical windows that started with volatility similar to current 20-day HV (316 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 39.2%
  • Recent 20-Day HV: 37.1%
  • Parkinson Intraday Volatility: 28.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +12.8%
  • Bottom 10% Move (10th percentile): -10.9%
  • Max Historical Gain (14d): +31.0%
  • Max Historical Loss (14d): -20.5%