Finance

QCOM Move Probability $177.91 +2.35 (+1.3%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
52.6%
Stock touched +5.0% ($186.81) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
24.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.7%
$158.79 — $197.03

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%.

-21.1% to -15.1%: 16 occurrences (3.1%) -18.1% -15.1% to -9.0%: 59 occurrences (11.6%) -9.0% to -3.0%: 101 occurrences (19.9%) -3.0% to +3.0%: 165 occurrences (32.5%) -0.0% +3.0% to +9.0%: 105 occurrences (20.7%) +9.0% to +15.1%: 29 occurrences (5.7%) +15.1% to +21.1%: 13 occurrences (2.6%) 18.1% +21.1% to +27.1%: 6 occurrences (1.2%) +27.1% to +33.1%: 0 occurrences (0.0%) +33.1% to +39.2%: 5 occurrences (1.0%) 36.1% +39.2% to +45.2%: 4 occurrences (0.8%) +45.2% to +51.2%: 1 occurrences (0.2%) +51.2% to +57.2%: 1 occurrences (0.2%) 54.2% +57.2% to +63.3%: 2 occurrences (0.4%) +63.3% to +69.3%: 0 occurrences (0.0%) +69.3% to +75.3%: 1 occurrences (0.2%) 72.3%
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) 52.6% 24.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.5% Adjusts normal bell curve for real-world skewness (0.11) and kurtosis (4.84).
Standard Normal (Black-Scholes / GBM) 65.0% 32.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.8% 21.5% Filters for historical windows that started with volatility similar to current 20-day HV (256 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 45.6%
  • Recent 20-Day HV: 40.0%
  • Parkinson Intraday Volatility: 37.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +10.1%
  • Bottom 10% Move (10th percentile): -10.4%
  • Max Historical Gain (14d): +75.3%
  • Max Historical Loss (14d): -21.1%