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)
28.0%
Stock touched +5.0% ($3.33) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
15.4%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.1%
$2.91 — $3.43

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%.

-56.0% to -49.0%: 1 occurrences (0.2%) -52.5% -49.0% to -42.0%: 0 occurrences (0.0%) -42.0% to -35.1%: 0 occurrences (0.0%) -35.1% to -28.1%: 2 occurrences (0.4%) -31.6% -28.1% to -21.2%: 0 occurrences (0.0%) -21.2% to -14.2%: 11 occurrences (2.1%) -14.2% to -7.3%: 40 occurrences (7.7%) -10.7% -7.3% to -0.3%: 215 occurrences (41.3%) -0.3% to +6.7%: 196 occurrences (37.6%) +6.7% to +13.6%: 38 occurrences (7.3%) 10.1% +13.6% to +20.6%: 10 occurrences (1.9%) +20.6% to +27.5%: 2 occurrences (0.4%) +27.5% to +34.5%: 2 occurrences (0.4%) 31.0% +34.5% to +41.5%: 2 occurrences (0.4%) +41.5% to +48.4%: 1 occurrences (0.2%) +48.4% to +55.4%: 1 occurrences (0.2%) 51.9%
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) 28.0% 15.4% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.5% Adjusts normal bell curve for real-world skewness (-1.43) and kurtosis (22.93).
Standard Normal (Black-Scholes / GBM) 54.9% 27.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.7% 14.7% Filters for historical windows that started with volatility similar to current 20-day HV (190 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)

1-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +6.9%
  • Bottom 10% Move (10th percentile): -7.4%
  • Max Historical Gain (1d): +55.4%
  • Max Historical Loss (1d): -56.0%