Finance

SOLV Move Probability $86.67 +0.28 (+0.3%)

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)
48.0%
Stock touched +5.0% ($91.00) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
24.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.0%
$80.57 — $92.77

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%.

-17.4% to -14.5%: 3 occurrences (0.6%) -16.0% -14.5% to -11.6%: 8 occurrences (1.6%) -11.6% to -8.7%: 17 occurrences (3.3%) -8.7% to -5.9%: 34 occurrences (6.7%) -7.3% -5.9% to -3.0%: 69 occurrences (13.6%) -3.0% to -0.1%: 116 occurrences (22.8%) -0.1% to +2.8%: 101 occurrences (19.9%) 1.3% +2.8% to +5.7%: 51 occurrences (10.0%) +5.7% to +8.6%: 43 occurrences (8.5%) +8.6% to +11.4%: 31 occurrences (6.1%) 10.0% +11.4% to +14.3%: 20 occurrences (3.9%) +14.3% to +17.2%: 9 occurrences (1.8%) +17.2% to +20.1%: 2 occurrences (0.4%) 18.6% +20.1% to +23.0%: 2 occurrences (0.4%) +23.0% to +25.8%: 0 occurrences (0.0%) +25.8% to +28.7%: 2 occurrences (0.4%) 27.3%
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) 48.0% 24.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.8% Adjusts normal bell curve for real-world skewness (0.25) and kurtosis (3.46).
Standard Normal (Black-Scholes / GBM) 48.8% 24.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 43.9% 19.6% Filters for historical windows that started with volatility similar to current 20-day HV (189 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 29.8%
  • Recent 20-Day HV: 18.4%
  • Parkinson Intraday Volatility: 24.4%
  • Vol Trend: Compressed (-38% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +10.3%
  • Bottom 10% Move (10th percentile): -6.5%
  • Max Historical Gain (14d): +28.7%
  • Max Historical Loss (14d): -17.4%