Finance

SHEL Move Probability $105.38 -0.17 (-0.2%)

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)
34.3%
Stock touched +5.0% ($110.65) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
21.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.58x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.4%
$99.68 — $111.08

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%.

-16.4% to -14.5%: 2 occurrences (0.4%) -15.4% -14.5% to -12.5%: 4 occurrences (0.8%) -12.5% to -10.6%: 8 occurrences (1.6%) -10.6% to -8.7%: 6 occurrences (1.2%) -9.6% -8.7% to -6.7%: 6 occurrences (1.2%) -6.7% to -4.8%: 10 occurrences (2.0%) -4.8% to -2.8%: 43 occurrences (8.5%) -3.8% -2.8% to -0.9%: 66 occurrences (13.0%) -0.9% to +1.0%: 93 occurrences (18.3%) +1.0% to +3.0%: 91 occurrences (17.9%) 2.0% +3.0% to +4.9%: 69 occurrences (13.6%) +4.9% to +6.9%: 36 occurrences (7.1%) +6.9% to +8.8%: 32 occurrences (6.3%) 7.8% +8.8% to +10.7%: 27 occurrences (5.3%) +10.7% to +12.7%: 10 occurrences (2.0%) +12.7% to +14.6%: 5 occurrences (1.0%) 13.7%
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) 34.3% 21.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.0% Adjusts normal bell curve for real-world skewness (-0.65) and kurtosis (4.02).
Standard Normal (Black-Scholes / GBM) 36.7% 18.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.4% 20.1% Filters for historical windows that started with volatility similar to current 20-day HV (389 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 23.0%
  • Recent 20-Day HV: 19.5%
  • Parkinson Intraday Volatility: 15.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.4%
  • Top 10% Move (90th percentile): +8.3%
  • Bottom 10% Move (10th percentile): -4.2%
  • Max Historical Gain (14d): +14.6%
  • Max Historical Loss (14d): -16.4%