Finance

NVDA Move Probability $213.94 +1.78 (+0.8%)

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

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Touch Probability (First Passage)
65.1%
Stock touched +5.0% ($224.64) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
35.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.82x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.6%
$191.22 — $236.66

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-23.2% to -20.1%: 3 occurrences (0.6%) -21.6% -20.1% to -16.9%: 6 occurrences (1.2%) -16.9% to -13.8%: 6 occurrences (1.2%) -13.8% to -10.6%: 11 occurrences (2.2%) -12.2% -10.6% to -7.5%: 29 occurrences (5.7%) -7.5% to -4.3%: 58 occurrences (11.4%) -4.3% to -1.1%: 75 occurrences (14.8%) -2.7% -1.1% to +2.0%: 73 occurrences (14.4%) +2.0% to +5.2%: 67 occurrences (13.2%) +5.2% to +8.3%: 70 occurrences (13.8%) 6.7% +8.3% to +11.5%: 41 occurrences (8.1%) +11.5% to +14.6%: 32 occurrences (6.3%) +14.6% to +17.8%: 19 occurrences (3.7%) 16.2% +17.8% to +20.9%: 7 occurrences (1.4%) +20.9% to +24.1%: 5 occurrences (1.0%) +24.1% to +27.2%: 5 occurrences (1.0%) 25.7%
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) 65.1% 35.7% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.8% Adjusts normal bell curve for real-world skewness (-0.38) and kurtosis (5.82).
Standard Normal (Black-Scholes / GBM) 64.6% 32.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.1% 31.9% Filters for historical windows that started with volatility similar to current 20-day HV (339 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 45.1%
  • Recent 20-Day HV: 44.8%
  • Parkinson Intraday Volatility: 35.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.4%
  • Top 10% Move (90th percentile): +12.8%
  • Bottom 10% Move (10th percentile): -7.7%
  • Max Historical Gain (14d): +27.2%
  • Max Historical Loss (14d): -23.2%