Finance

MH Move Probability $14.51 +0.26 (+1.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to MH Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
62.3%
Stock touched +5.0% ($15.24) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.23x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.8%
$12.50 — $16.52

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 300 historical windows (2025-07-24 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-27.9% to -22.1%: 7 occurrences (2.3%) -25.0% -22.1% to -16.3%: 16 occurrences (5.3%) -16.3% to -10.5%: 36 occurrences (12.0%) -10.5% to -4.7%: 55 occurrences (18.3%) -7.6% -4.7% to +1.1%: 65 occurrences (21.7%) +1.1% to +6.9%: 47 occurrences (15.7%) +6.9% to +12.7%: 34 occurrences (11.3%) 9.8% +12.7% to +18.5%: 15 occurrences (5.0%) +18.5% to +24.3%: 11 occurrences (3.7%) +24.3% to +30.1%: 3 occurrences (1.0%) 27.2% +30.1% to +35.9%: 0 occurrences (0.0%) +35.9% to +41.7%: 1 occurrences (0.3%) +41.7% to +47.5%: 1 occurrences (0.3%) 44.6% +47.5% to +53.3%: 4 occurrences (1.3%) +53.3% to +59.1%: 4 occurrences (1.3%) +59.1% to +64.9%: 1 occurrences (0.3%) 62.0%
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) 62.3% 28.0% Model-free reality across 300 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.1% Adjusts normal bell curve for real-world skewness (0.61) and kurtosis (5.11).
Standard Normal (Black-Scholes / GBM) 72.4% 36.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.9% 29.6% Filters for historical windows that started with volatility similar to current 20-day HV (169 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.7%
  • Recent 20-Day HV: 45.5%
  • Parkinson Intraday Volatility: 43.8%
  • Vol Trend: Compressed (-22% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +15.0%
  • Bottom 10% Move (10th percentile): -15.2%
  • Max Historical Gain (14d): +64.9%
  • Max Historical Loss (14d): -27.9%