Finance

SERV Move Probability $3.06 +0.02 (+0.5%)

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)
35.3%
Stock touched +5.0% ($3.21) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
18.8%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.0%
$2.85 — $3.27

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-39.6% to -35.3%: 1 occurrences (0.2%) -37.5% -35.3% to -31.1%: 0 occurrences (0.0%) -31.1% to -26.8%: 0 occurrences (0.0%) -26.8% to -22.5%: 0 occurrences (0.0%) -24.7% -22.5% to -18.3%: 2 occurrences (0.4%) -18.3% to -14.0%: 5 occurrences (1.0%) -14.0% to -9.8%: 15 occurrences (2.9%) -11.9% -9.8% to -5.5%: 67 occurrences (12.9%) -5.5% to -1.2%: 145 occurrences (27.8%) -1.2% to +3.0%: 151 occurrences (29.0%) 0.9% +3.0% to +7.3%: 73 occurrences (14.0%) +7.3% to +11.6%: 30 occurrences (5.8%) +11.6% to +15.8%: 20 occurrences (3.8%) 13.7% +15.8% to +20.1%: 5 occurrences (1.0%) +20.1% to +24.3%: 4 occurrences (0.8%) +24.3% to +28.6%: 3 occurrences (0.6%) 26.5%
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) 35.3% 18.8% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.8% Adjusts normal bell curve for real-world skewness (-0.29) and kurtosis (5.73).
Standard Normal (Black-Scholes / GBM) 48.3% 24.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 26.7% 13.9% Filters for historical windows that started with volatility similar to current 20-day HV (266 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 110.4%
  • Recent 20-Day HV: 70.8%
  • Parkinson Intraday Volatility: 86.0%
  • Vol Trend: Compressed (-36% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +8.8%
  • Bottom 10% Move (10th percentile): -7.6%
  • Max Historical Gain (1d): +28.6%
  • Max Historical Loss (1d): -39.6%