Finance

MSFT Move Probability $524.65 +2.68 (+0.5%)

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 MSFT Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
39.0%
Stock touched +5.0% ($550.88) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
17.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.18x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.7%
$489.56 — $559.74

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%.

-20.3% to -17.1%: 3 occurrences (0.6%) -18.7% -17.1% to -14.0%: 5 occurrences (1.0%) -14.0% to -10.8%: 8 occurrences (1.6%) -10.8% to -7.7%: 24 occurrences (4.7%) -9.2% -7.7% to -4.5%: 46 occurrences (9.1%) -4.5% to -1.4%: 97 occurrences (19.1%) -1.4% to +1.8%: 126 occurrences (24.8%) 0.2% +1.8% to +4.9%: 107 occurrences (21.1%) +4.9% to +8.1%: 39 occurrences (7.7%) +8.1% to +11.2%: 13 occurrences (2.6%) 9.7% +11.2% to +14.4%: 10 occurrences (2.0%) +14.4% to +17.5%: 12 occurrences (2.4%) +17.5% to +20.7%: 4 occurrences (0.8%) 19.1% +20.7% to +23.8%: 5 occurrences (1.0%) +23.8% to +27.0%: 4 occurrences (0.8%) +27.0% to +30.1%: 5 occurrences (1.0%) 28.5%
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) 39.0% 17.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.1% Adjusts normal bell curve for real-world skewness (0.81) and kurtosis (11.87).
Standard Normal (Black-Scholes / GBM) 46.6% 23.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 32.8% 13.7% Filters for historical windows that started with volatility similar to current 20-day HV (271 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.4%
  • Recent 20-Day HV: 19.4%
  • Parkinson Intraday Volatility: 20.7%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +8.3%
  • Bottom 10% Move (10th percentile): -6.8%
  • Max Historical Gain (14d): +30.1%
  • Max Historical Loss (14d): -20.3%