Finance

UBER Move Probability $67.04 +1.81 (+2.8%)

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

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
62.3%
Stock touched -3.5% ($64.69) at least once during 10 trading days.
Median first touch: Day 3 of 10
Expiration Close Probability
31.8%
Stock closed at or beyond -3.5% at the end of the 10-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.5%
$62.01 — $72.07

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 512 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for -3.5%.

-17.5% to -14.8%: 4 occurrences (0.8%) -16.2% -14.8% to -12.1%: 13 occurrences (2.5%) -12.1% to -9.4%: 14 occurrences (2.7%) -9.4% to -6.7%: 44 occurrences (8.6%) -8.0% -6.7% to -3.9%: 79 occurrences (15.4%) -3.9% to -1.2%: 82 occurrences (16.0%) -1.2% to +1.5%: 81 occurrences (15.8%) 0.1% +1.5% to +4.2%: 64 occurrences (12.5%) +4.2% to +6.9%: 63 occurrences (12.3%) +6.9% to +9.7%: 33 occurrences (6.4%) 8.3% +9.7% to +12.4%: 12 occurrences (2.3%) +12.4% to +15.1%: 13 occurrences (2.5%) +15.1% to +17.8%: 5 occurrences (1.0%) 16.5% +17.8% to +20.5%: 2 occurrences (0.4%) +20.5% to +23.3%: 2 occurrences (0.4%) +23.3% to +26.0%: 1 occurrences (0.2%) 24.6%
Historical returns Target move zone (-3.5%+) 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) 62.3% 31.8% Model-free reality across 512 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.7% Adjusts normal bell curve for real-world skewness (0.15) and kurtosis (3.07).
Standard Normal (Black-Scholes / GBM) 63.5% 31.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.2% 26.9% Filters for historical windows that started with volatility similar to current 20-day HV (335 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.7%
  • Recent 20-Day HV: 28.4%
  • Parkinson Intraday Volatility: 31.9%
  • Vol Trend: Compressed (-25% vs baseline)

10-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +8.2%
  • Bottom 10% Move (10th percentile): -7.7%
  • Max Historical Gain (10d): +26.0%
  • Max Historical Loss (10d): -17.5%