Finance

RIVN Move Probability $12.46 +0.04 (+0.4%)

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)
70.9%
Stock touched +5.0% ($13.08) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.6%
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%)
±15.2%
$10.56 — $14.35

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%.

-24.7% to -20.5%: 12 occurrences (2.4%) -22.6% -20.5% to -16.2%: 25 occurrences (4.9%) -16.2% to -12.0%: 36 occurrences (7.1%) -12.0% to -7.7%: 56 occurrences (11.0%) -9.9% -7.7% to -3.5%: 69 occurrences (13.6%) -3.5% to +0.8%: 72 occurrences (14.2%) +0.8% to +5.0%: 52 occurrences (10.2%) 2.9% +5.0% to +9.3%: 49 occurrences (9.6%) +9.3% to +13.5%: 39 occurrences (7.7%) +13.5% to +17.8%: 43 occurrences (8.5%) 15.7% +17.8% to +22.0%: 28 occurrences (5.5%) +22.0% to +26.3%: 13 occurrences (2.6%) +26.3% to +30.6%: 5 occurrences (1.0%) 28.4% +30.6% to +34.8%: 3 occurrences (0.6%) +34.8% to +39.1%: 2 occurrences (0.4%) +39.1% to +43.3%: 4 occurrences (0.8%) 41.2%
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) 70.9% 36.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.8% Adjusts normal bell curve for real-world skewness (0.78) and kurtosis (6.14).
Standard Normal (Black-Scholes / GBM) 74.8% 37.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.2% 35.0% Filters for historical windows that started with volatility similar to current 20-day HV (103 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.4%
  • Recent 20-Day HV: 31.8%
  • Parkinson Intraday Volatility: 54.0%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +18.3%
  • Bottom 10% Move (10th percentile): -14.6%
  • Max Historical Gain (14d): +43.3%
  • Max Historical Loss (14d): -24.7%