SMCI Move Probability $36.85 +1.21 (+3.4%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
78.3%
Stock touched -3.5% ($35.57) at least once during 10 trading days.
Median first touch: Day 2 of 10
Expiration Close Probability
36.0%
Stock closed at or beyond -3.5% at the end of the 10-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±38.1%
$22.83 — $50.88

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 511 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for -3.5%.

-56.1% to +76.8%: 494 occurrences (96.7%) 10.4% +76.8% to +209.8%: 7 occurrences (1.4%) +209.8% to +342.7%: 0 occurrences (0.0%) +342.7% to +475.6%: 0 occurrences (0.0%) 409.2% +475.6% to +608.6%: 0 occurrences (0.0%) +608.6% to +741.5%: 0 occurrences (0.0%) +741.5% to +874.5%: 1 occurrences (0.2%) 808.0% +874.5% to +1007.4%: 0 occurrences (0.0%) +1007.4% to +1140.3%: 0 occurrences (0.0%) +1140.3% to +1273.3%: 0 occurrences (0.0%) 1206.8% +1273.3% to +1406.2%: 0 occurrences (0.0%) +1406.2% to +1539.1%: 0 occurrences (0.0%) +1539.1% to +1672.1%: 0 occurrences (0.0%) 1605.6% +1672.1% to +1805.0%: 0 occurrences (0.0%) +1805.0% to +1937.9%: 4 occurrences (0.8%) +1937.9% to +2070.9%: 5 occurrences (1.0%) 2004.4%
Historical returns Target move zone (-3.5%+) 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) 78.3% 36.0% Model-free reality across 511 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) 91.5% Adjusts normal bell curve for real-world skewness (12.39) and kurtosis (220.3).
Standard Normal (Black-Scholes / GBM) 92.5% 46.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.6% 33.3% Filters for historical windows that started with volatility similar to current 20-day HV (258 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 191.1%
  • Recent 20-Day HV: 68.6%
  • Parkinson Intraday Volatility: 69.5%
  • Vol Trend: Compressed (-64% vs baseline)

10-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +28.7%
  • Bottom 10% Move (10th percentile): -21.5%
  • Max Historical Gain (10d): +2070.9%
  • Max Historical Loss (10d): -56.1%