Finance

SOUN Move Probability $4.62 -0.01 (-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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Touch Probability (First Passage)
74.3%
Stock touched +5.0% ($4.85) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.95x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.3%
$3.59 — $5.65

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-43.7% to -30.7%: 21 occurrences (4.1%) -37.2% -30.7% to -17.6%: 75 occurrences (14.7%) -17.6% to -4.5%: 130 occurrences (25.5%) -4.5% to +8.5%: 117 occurrences (23.0%) 2.0% +8.5% to +21.6%: 84 occurrences (16.5%) +21.6% to +34.6%: 44 occurrences (8.6%) +34.6% to +47.7%: 15 occurrences (2.9%) 41.2% +47.7% to +60.7%: 6 occurrences (1.2%) +60.7% to +73.8%: 2 occurrences (0.4%) +73.8% to +86.8%: 1 occurrences (0.2%) 80.3% +86.8% to +99.9%: 2 occurrences (0.4%) +99.9% to +113.0%: 4 occurrences (0.8%) +113.0% to +126.0%: 2 occurrences (0.4%) 119.5% +126.0% to +139.1%: 1 occurrences (0.2%) +139.1% to +152.1%: 3 occurrences (0.6%) +152.1% to +165.2%: 2 occurrences (0.4%) 158.7%
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) 74.3% 38.1% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.0% Adjusts normal bell curve for real-world skewness (0.6) and kurtosis (4.03).
Standard Normal (Black-Scholes / GBM) 82.7% 41.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.9% 31.7% Filters for historical windows that started with volatility similar to current 20-day HV (167 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.4%
  • Recent 20-Day HV: 53.6%
  • Parkinson Intraday Volatility: 78.9%
  • Vol Trend: Compressed (-43% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +29.3%
  • Bottom 10% Move (10th percentile): -23.9%
  • Max Historical Gain (14d): +165.2%
  • Max Historical Loss (14d): -43.7%