Finance

MU Move Probability $913.61 +17.01 (+1.9%)

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 MU Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
81.3%
Stock touched +5.0% ($959.29) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
53.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.52x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.7%
$761.01 — $1066.21

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-37.1% to -30.0%: 3 occurrences (0.6%) -33.5% -30.0% to -22.9%: 11 occurrences (2.2%) -22.9% to -15.7%: 14 occurrences (2.8%) -15.7% to -8.6%: 49 occurrences (9.6%) -12.2% -8.6% to -1.5%: 78 occurrences (15.4%) -1.5% to +5.7%: 94 occurrences (18.5%) +5.7% to +12.8%: 75 occurrences (14.8%) 9.2% +12.8% to +19.9%: 69 occurrences (13.6%) +19.9% to +27.1%: 49 occurrences (9.6%) +27.1% to +34.2%: 33 occurrences (6.5%) 30.6% +34.2% to +41.3%: 21 occurrences (4.1%) +41.3% to +48.5%: 7 occurrences (1.4%) +48.5% to +55.6%: 0 occurrences (0.0%) 52.0% +55.6% to +62.7%: 2 occurrences (0.4%) +62.7% to +69.8%: 2 occurrences (0.4%) +69.8% to +77.0%: 1 occurrences (0.2%) 73.4%
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) 81.3% 53.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.7% Adjusts normal bell curve for real-world skewness (-0.05) and kurtosis (2.27).
Standard Normal (Black-Scholes / GBM) 77.0% 38.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.6% 57.1% Filters for historical windows that started with volatility similar to current 20-day HV (196 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.9%
  • Recent 20-Day HV: 44.5%
  • Parkinson Intraday Volatility: 50.0%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +6.1%
  • Top 10% Move (90th percentile): +29.9%
  • Bottom 10% Move (10th percentile): -12.1%
  • Max Historical Gain (14d): +77.0%
  • Max Historical Loss (14d): -37.1%