Finance

SOCA Move Probability $10.35 +0.25 (+2.5%)

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)
0.0%
Stock touched +5.0% ($10.87) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.6%
$10.29 — $10.41

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 267 historical windows (2025-09-10 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-0.9% to -0.7%: 13 occurrences (4.9%) -0.8% -0.7% to -0.5%: 1 occurrences (0.4%) -0.5% to -0.3%: 0 occurrences (0.0%) -0.3% to -0.0%: 5 occurrences (1.9%) -0.2% -0.0% to +0.2%: 181 occurrences (67.8%) +0.2% to +0.4%: 6 occurrences (2.2%) +0.4% to +0.6%: 31 occurrences (11.6%) 0.5% +0.6% to +0.8%: 2 occurrences (0.7%) +0.8% to +1.0%: 10 occurrences (3.7%) +1.0% to +1.2%: 4 occurrences (1.5%) 1.1% +1.2% to +1.4%: 0 occurrences (0.0%) +1.4% to +1.6%: 0 occurrences (0.0%) +1.6% to +1.8%: 0 occurrences (0.0%) 1.7% +1.8% to +2.1%: 0 occurrences (0.0%) +2.1% to +2.3%: 0 occurrences (0.0%) +2.3% to +2.5%: 14 occurrences (5.2%) 2.4%
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) 0.0% 0.0% Model-free reality across 267 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (12.36) and kurtosis (181.06).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 2.6%
  • Recent 20-Day HV: 8.7%
  • Parkinson Intraday Volatility: 0.5%
  • Vol Trend: Expanded (+237% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.8%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +2.5%
  • Max Historical Loss (14d): -0.9%