Finance

UBER Move Probability $68.14 +0.52 (+0.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to UBER Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
4.2%
Stock touched +5.0% ($71.55) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
2.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.47x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.4%
$66.53 — $69.75

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-9.6% to -8.3%: 2 occurrences (0.4%) -8.9% -8.3% to -6.9%: 2 occurrences (0.4%) -6.9% to -5.6%: 3 occurrences (0.6%) -5.6% to -4.3%: 9 occurrences (1.7%) -5.0% -4.3% to -3.0%: 20 occurrences (3.8%) -3.0% to -1.6%: 71 occurrences (13.6%) -1.6% to -0.3%: 121 occurrences (23.2%) -1.0% -0.3% to +1.0%: 146 occurrences (28.0%) +1.0% to +2.3%: 85 occurrences (16.3%) +2.3% to +3.6%: 35 occurrences (6.7%) 3.0% +3.6% to +5.0%: 13 occurrences (2.5%) +5.0% to +6.3%: 7 occurrences (1.3%) +6.3% to +7.6%: 4 occurrences (0.8%) 7.0% +7.6% to +8.9%: 2 occurrences (0.4%) +8.9% to +10.3%: 0 occurrences (0.0%) +10.3% to +11.6%: 2 occurrences (0.4%) 10.9%
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) 4.2% 2.9% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.0% Adjusts normal bell curve for real-world skewness (0.16) and kurtosis (3.1).
Standard Normal (Black-Scholes / GBM) 3.9% 2.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 2.8% 2.4% Filters for historical windows that started with volatility similar to current 20-day HV (251 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.6%
  • Recent 20-Day HV: 26.0%
  • Parkinson Intraday Volatility: 31.9%
  • Vol Trend: Compressed (-31% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.0%
  • Top 10% Move (90th percentile): +2.6%
  • Bottom 10% Move (10th percentile): -2.4%
  • Max Historical Gain (1d): +11.6%
  • Max Historical Loss (1d): -9.6%