Finance

NUVB Move Probability $4.75 -0.10 (-2.2%)

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)
74.5%
Stock touched +5.0% ($4.98) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
44.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.0%
$3.84 — $5.65

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-40.1% to -32.4%: 11 occurrences (2.2%) -36.2% -32.4% to -24.6%: 8 occurrences (1.6%) -24.6% to -16.9%: 47 occurrences (9.2%) -16.9% to -9.1%: 46 occurrences (9.0%) -13.0% -9.1% to -1.4%: 87 occurrences (17.1%) -1.4% to +6.3%: 102 occurrences (20.0%) +6.3% to +14.1%: 93 occurrences (18.3%) 10.2% +14.1% to +21.8%: 56 occurrences (11.0%) +21.8% to +29.6%: 31 occurrences (6.1%) +29.6% to +37.3%: 6 occurrences (1.2%) 33.4% +37.3% to +45.0%: 9 occurrences (1.8%) +45.0% to +52.8%: 3 occurrences (0.6%) +52.8% to +60.5%: 3 occurrences (0.6%) 56.6% +60.5% to +68.2%: 1 occurrences (0.2%) +68.2% to +76.0%: 4 occurrences (0.8%) +76.0% to +83.7%: 2 occurrences (0.4%) 79.9%
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) 74.5% 44.4% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.6% Adjusts normal bell curve for real-world skewness (0.58) and kurtosis (10.17).
Standard Normal (Black-Scholes / GBM) 79.7% 39.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.8% 29.7% Filters for historical windows that started with volatility similar to current 20-day HV (185 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 80.6%
  • Recent 20-Day HV: 49.5%
  • Parkinson Intraday Volatility: 70.0%
  • Vol Trend: Compressed (-39% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.2%
  • Top 10% Move (90th percentile): +23.9%
  • Bottom 10% Move (10th percentile): -18.3%
  • Max Historical Gain (14d): +83.7%
  • Max Historical Loss (14d): -40.1%