Finance

SOUN Move Probability $4.58 -0.05 (-1.2%)

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)
29.7%
Stock touched +5.0% ($4.80) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
14.6%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.9%
$4.30 — $4.85

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-28.1% to -24.3%: 1 occurrences (0.2%) -26.2% -24.3% to -20.6%: 0 occurrences (0.0%) -20.6% to -16.9%: 1 occurrences (0.2%) -16.9% to -13.2%: 1 occurrences (0.2%) -15.1% -13.2% to -9.5%: 9 occurrences (1.7%) -9.5% to -5.8%: 45 occurrences (8.6%) -5.8% to -2.1%: 117 occurrences (22.4%) -4.0% -2.1% to +1.6%: 181 occurrences (34.7%) +1.6% to +5.3%: 98 occurrences (18.8%) +5.3% to +9.0%: 37 occurrences (7.1%) 7.1% +9.0% to +12.7%: 10 occurrences (1.9%) +12.7% to +16.4%: 7 occurrences (1.3%) +16.4% to +20.1%: 8 occurrences (1.5%) 18.3% +20.1% to +23.8%: 5 occurrences (1.0%) +23.8% to +27.5%: 1 occurrences (0.2%) +27.5% to +31.2%: 1 occurrences (0.2%) 29.4%
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) 29.7% 14.6% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.6% Adjusts normal bell curve for real-world skewness (0.6) and kurtosis (4.03).
Standard Normal (Black-Scholes / GBM) 41.2% 20.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.9% 13.9% Filters for historical windows that started with volatility similar to current 20-day HV (180 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)

1-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +6.7%
  • Bottom 10% Move (10th percentile): -6.0%
  • Max Historical Gain (1d): +31.2%
  • Max Historical Loss (1d): -28.1%