Finance

TSLA Move Probability $410.20 +10.40 (+2.6%)

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)
66.3%
Stock touched +5.0% ($430.71) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.80x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.8%
$353.45 — $466.95

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-37.3% to -31.2%: 2 occurrences (0.4%) -34.2% -31.2% to -25.0%: 6 occurrences (1.2%) -25.0% to -18.9%: 12 occurrences (2.4%) -18.9% to -12.8%: 23 occurrences (4.5%) -15.8% -12.8% to -6.7%: 72 occurrences (14.2%) -6.7% to -0.5%: 111 occurrences (21.9%) -0.5% to +5.6%: 106 occurrences (20.9%) 2.5% +5.6% to +11.7%: 83 occurrences (16.3%) +11.7% to +17.8%: 35 occurrences (6.9%) +17.8% to +24.0%: 24 occurrences (4.7%) 20.9% +24.0% to +30.1%: 12 occurrences (2.4%) +30.1% to +36.2%: 14 occurrences (2.8%) +36.2% to +42.3%: 4 occurrences (0.8%) 39.3% +42.3% to +48.5%: 2 occurrences (0.4%) +48.5% to +54.6%: 1 occurrences (0.2%) +54.6% to +60.7%: 1 occurrences (0.2%) 57.7%
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) 66.3% 36.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.0% Adjusts normal bell curve for real-world skewness (0.24) and kurtosis (4.66).
Standard Normal (Black-Scholes / GBM) 72.4% 36.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.8% 26.7% Filters for historical windows that started with volatility similar to current 20-day HV (236 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.7%
  • Recent 20-Day HV: 37.0%
  • Parkinson Intraday Volatility: 44.4%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +19.1%
  • Bottom 10% Move (10th percentile): -11.7%
  • Max Historical Gain (14d): +60.7%
  • Max Historical Loss (14d): -37.3%