Finance

TSLA Move Probability $358.13 +1.45 (+0.4%)

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)
66.9%
Stock touched +5.0% ($376.04) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.0%
$307.89 — $408.37

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). 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%: 30 occurrences (5.9%) -15.8% -12.8% to -6.7%: 73 occurrences (14.4%) -6.7% to -0.5%: 104 occurrences (20.5%) -0.5% to +5.6%: 96 occurrences (18.9%) 2.5% +5.6% to +11.7%: 84 occurrences (16.6%) +11.7% to +17.8%: 38 occurrences (7.5%) +17.8% to +24.0%: 28 occurrences (5.5%) 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) 66.9% 37.9% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.8% Adjusts normal bell curve for real-world skewness (0.22) and kurtosis (4.37).
Standard Normal (Black-Scholes / GBM) 72.8% 36.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.1% 30.3% Filters for historical windows that started with volatility similar to current 20-day HV (360 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 59.5%
  • Recent 20-Day HV: 50.9%
  • Parkinson Intraday Volatility: 45.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +19.3%
  • Bottom 10% Move (10th percentile): -12.6%
  • Max Historical Gain (14d): +60.7%
  • Max Historical Loss (14d): -37.3%