Finance

SYNA Move Probability $117.50 +0.00 (+0.0%)

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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Touch Probability (First Passage)
65.0%
Stock touched +5.0% ($123.38) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.00x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.4%
$101.77 — $133.23

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%.

-34.5% to -28.9%: 2 occurrences (0.4%) -31.7% -28.9% to -23.4%: 6 occurrences (1.2%) -23.4% to -17.9%: 10 occurrences (2.0%) -17.9% to -12.3%: 28 occurrences (5.5%) -15.1% -12.3% to -6.8%: 74 occurrences (14.6%) -6.8% to -1.3%: 103 occurrences (20.3%) -1.3% to +4.3%: 110 occurrences (21.7%) 1.5% +4.3% to +9.8%: 68 occurrences (13.4%) +9.8% to +15.3%: 36 occurrences (7.1%) +15.3% to +20.9%: 21 occurrences (4.1%) 18.1% +20.9% to +26.4%: 20 occurrences (3.9%) +26.4% to +31.9%: 9 occurrences (1.8%) +31.9% to +37.5%: 9 occurrences (1.8%) 34.7% +37.5% to +43.0%: 9 occurrences (1.8%) +43.0% to +48.5%: 1 occurrences (0.2%) +48.5% to +54.1%: 2 occurrences (0.4%) 51.3%
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) 65.0% 32.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.2% Adjusts normal bell curve for real-world skewness (0.23) and kurtosis (4.87).
Standard Normal (Black-Scholes / GBM) 71.6% 35.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.4% 32.7% Filters for historical windows that started with volatility similar to current 20-day HV (364 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 56.8%
  • Recent 20-Day HV: 54.5%
  • Parkinson Intraday Volatility: 40.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +19.6%
  • Bottom 10% Move (10th percentile): -11.8%
  • Max Historical Gain (14d): +54.1%
  • Max Historical Loss (14d): -34.5%