Finance

NVDA Move Probability $206.91 +2.15 (+1.1%)

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)
64.2%
Stock touched +5.0% ($217.26) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
33.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.3%
$185.67 — $228.15

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%.

-23.2% to -20.1%: 3 occurrences (0.6%) -21.6% -20.1% to -16.9%: 5 occurrences (1.0%) -16.9% to -13.8%: 5 occurrences (1.0%) -13.8% to -10.6%: 12 occurrences (2.4%) -12.2% -10.6% to -7.5%: 29 occurrences (5.7%) -7.5% to -4.3%: 63 occurrences (12.4%) -4.3% to -1.1%: 79 occurrences (15.6%) -2.7% -1.1% to +2.0%: 76 occurrences (15.0%) +2.0% to +5.2%: 70 occurrences (13.8%) +5.2% to +8.3%: 70 occurrences (13.8%) 6.7% +8.3% to +11.5%: 40 occurrences (7.9%) +11.5% to +14.6%: 27 occurrences (5.3%) +14.6% to +17.8%: 15 occurrences (3.0%) 16.2% +17.8% to +20.9%: 5 occurrences (1.0%) +20.9% to +24.1%: 4 occurrences (0.8%) +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) 64.2% 33.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.8% Adjusts normal bell curve for real-world skewness (-0.36) and kurtosis (6.5).
Standard Normal (Black-Scholes / GBM) 63.5% 31.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.1% 37.4% Filters for historical windows that started with volatility similar to current 20-day HV (313 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.5%
  • Recent 20-Day HV: 31.0%
  • Parkinson Intraday Volatility: 33.9%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.2%
  • Top 10% Move (90th percentile): +11.7%
  • Bottom 10% Move (10th percentile): -7.6%
  • Max Historical Gain (14d): +27.2%
  • Max Historical Loss (14d): -23.2%