Finance

NVVE Move Probability $3.37 -2.31 (-40.7%)

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)
63.0%
Stock touched +5.0% ($3.54) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
18.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.40x
You are 3.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±49.3%
$1.71 — $5.03

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%.

-84.6% to -62.2%: 10 occurrences (2.0%) -73.4% -62.2% to -39.8%: 65 occurrences (12.8%) -39.8% to -17.4%: 109 occurrences (21.5%) -17.4% to +4.9%: 230 occurrences (45.3%) -6.3% +4.9% to +27.3%: 59 occurrences (11.6%) +27.3% to +49.7%: 13 occurrences (2.6%) +49.7% to +72.1%: 1 occurrences (0.2%) 60.9% +72.1% to +94.4%: 1 occurrences (0.2%) +94.4% to +116.8%: 8 occurrences (1.6%) +116.8% to +139.2%: 6 occurrences (1.2%) 128.0% +139.2% to +161.5%: 4 occurrences (0.8%) +161.5% to +183.9%: 0 occurrences (0.0%) +183.9% to +206.3%: 1 occurrences (0.2%) 195.1% +206.3% to +228.7%: 0 occurrences (0.0%) +228.7% to +251.0%: 0 occurrences (0.0%) +251.0% to +273.4%: 1 occurrences (0.2%) 262.2%
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) 63.0% 18.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.7% Adjusts normal bell curve for real-world skewness (1.35) and kurtosis (23.97).
Standard Normal (Black-Scholes / GBM) 92.1% 46.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (30 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 209.3%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 144.4%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: -9.9%
  • Top 10% Move (90th percentile): +16.4%
  • Bottom 10% Move (10th percentile): -45.0%
  • Max Historical Gain (14d): +273.4%
  • Max Historical Loss (14d): -84.6%