Finance

SOC Move Probability $3.17 +0.00 (+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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
73.4%
Stock touched +5.0% ($3.33) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.4%
$2.21 — $4.13

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%.

-74.1% to -62.4%: 8 occurrences (1.6%) -68.2% -62.4% to -50.6%: 15 occurrences (3.0%) -50.6% to -38.8%: 10 occurrences (2.0%) -38.8% to -27.0%: 41 occurrences (8.1%) -32.9% -27.0% to -15.3%: 77 occurrences (15.2%) -15.3% to -3.5%: 103 occurrences (20.3%) -3.5% to +8.3%: 93 occurrences (18.3%) 2.4% +8.3% to +20.0%: 74 occurrences (14.6%) +20.0% to +31.8%: 30 occurrences (5.9%) +31.8% to +43.6%: 21 occurrences (4.1%) 37.7% +43.6% to +55.4%: 5 occurrences (1.0%) +55.4% to +67.1%: 10 occurrences (2.0%) +67.1% to +78.9%: 9 occurrences (1.8%) 73.0% +78.9% to +90.7%: 6 occurrences (1.2%) +90.7% to +102.4%: 3 occurrences (0.6%) +102.4% to +114.2%: 3 occurrences (0.6%) 108.3%
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) 73.4% 36.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.8% Adjusts normal bell curve for real-world skewness (-1.43) and kurtosis (22.93).
Standard Normal (Black-Scholes / GBM) 87.3% 43.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.6% 37.3% Filters for historical windows that started with volatility similar to current 20-day HV (177 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 129.1%
  • Recent 20-Day HV: 64.1%
  • Parkinson Intraday Volatility: 91.5%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.4%
  • Top 10% Move (90th percentile): +34.8%
  • Bottom 10% Move (10th percentile): -30.4%
  • Max Historical Gain (14d): +114.2%
  • Max Historical Loss (14d): -74.1%