Finance

STHO Move Probability $7.47 -0.01 (-0.1%)

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)
41.9%
Stock touched +5.0% ($7.85) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
19.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.2%
$6.86 — $8.09

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%.

-25.2% to -22.1%: 2 occurrences (0.4%) -23.6% -22.1% to -19.1%: 4 occurrences (0.8%) -19.1% to -16.0%: 8 occurrences (1.6%) -16.0% to -12.9%: 15 occurrences (3.0%) -14.5% -12.9% to -9.9%: 39 occurrences (7.7%) -9.9% to -6.8%: 65 occurrences (12.8%) -6.8% to -3.8%: 61 occurrences (12.0%) -5.3% -3.8% to -0.7%: 63 occurrences (12.4%) -0.7% to +2.3%: 85 occurrences (16.7%) +2.3% to +5.4%: 73 occurrences (14.4%) 3.9% +5.4% to +8.5%: 34 occurrences (6.7%) +8.5% to +11.5%: 24 occurrences (4.7%) +11.5% to +14.6%: 12 occurrences (2.4%) 13.0% +14.6% to +17.6%: 8 occurrences (1.6%) +17.6% to +20.7%: 8 occurrences (1.6%) +20.7% to +23.7%: 7 occurrences (1.4%) 22.2%
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) 41.9% 19.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.1% Adjusts normal bell curve for real-world skewness (-0.2) and kurtosis (2.1).
Standard Normal (Black-Scholes / GBM) 55.4% 27.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 45.5% 21.9% Filters for historical windows that started with volatility similar to current 20-day HV (352 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 35.0%
  • Recent 20-Day HV: 33.7%
  • Parkinson Intraday Volatility: 22.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +9.3%
  • Bottom 10% Move (10th percentile): -10.7%
  • Max Historical Gain (14d): +23.7%
  • Max Historical Loss (14d): -25.2%