Finance

STVN Move Probability $18.80 -0.18 (-1.0%)

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)
67.1%
Stock touched +5.0% ($19.75) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
29.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.24x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.4%
$16.67 — $20.94

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%.

-32.5% to -28.6%: 1 occurrences (0.2%) -30.5% -28.6% to -24.8%: 5 occurrences (1.0%) -24.8% to -20.9%: 4 occurrences (0.8%) -20.9% to -17.1%: 5 occurrences (1.0%) -19.0% -17.1% to -13.3%: 16 occurrences (3.1%) -13.3% to -9.4%: 49 occurrences (9.6%) -9.4% to -5.6%: 66 occurrences (13.0%) -7.5% -5.6% to -1.8%: 66 occurrences (13.0%) -1.8% to +2.1%: 77 occurrences (15.2%) +2.1% to +5.9%: 87 occurrences (17.1%) 4.0% +5.9% to +9.8%: 45 occurrences (8.9%) +9.8% to +13.6%: 32 occurrences (6.3%) +13.6% to +17.4%: 24 occurrences (4.7%) 15.5% +17.4% to +21.3%: 22 occurrences (4.3%) +21.3% to +25.1%: 5 occurrences (1.0%) +25.1% to +28.9%: 4 occurrences (0.8%) 27.0%
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) 67.1% 29.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.2% Adjusts normal bell curve for real-world skewness (0.42) and kurtosis (3.19).
Standard Normal (Black-Scholes / GBM) 66.8% 33.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 45.5% 36.4% Filters for historical windows that started with volatility similar to current 20-day HV (11 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 48.3%
  • Recent 20-Day HV: 21.5%
  • Parkinson Intraday Volatility: 40.8%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +14.7%
  • Bottom 10% Move (10th percentile): -11.0%
  • Max Historical Gain (14d): +28.9%
  • Max Historical Loss (14d): -32.5%