Finance

V Move Probability $370.98 -4.44 (-1.2%)

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)
32.7%
Stock touched +5.0% ($389.53) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
18.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.73x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.2%
$351.61 — $390.35

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%.

-9.3% to -7.9%: 8 occurrences (1.6%) -8.6% -7.9% to -6.4%: 13 occurrences (2.6%) -6.4% to -5.0%: 21 occurrences (4.1%) -5.0% to -3.6%: 30 occurrences (5.9%) -4.3% -3.6% to -2.2%: 57 occurrences (11.2%) -2.2% to -0.8%: 50 occurrences (9.9%) -0.8% to +0.6%: 67 occurrences (13.2%) -0.1% +0.6% to +2.0%: 59 occurrences (11.6%) +2.0% to +3.4%: 55 occurrences (10.8%) +3.4% to +4.9%: 46 occurrences (9.1%) 4.1% +4.9% to +6.3%: 34 occurrences (6.7%) +6.3% to +7.7%: 29 occurrences (5.7%) +7.7% to +9.1%: 21 occurrences (4.1%) 8.4% +9.1% to +10.5%: 10 occurrences (2.0%) +10.5% to +11.9%: 5 occurrences (1.0%) +11.9% to +13.3%: 2 occurrences (0.4%) 12.6%
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) 32.7% 18.9% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.6% Adjusts normal bell curve for real-world skewness (-0.03) and kurtosis (6.87).
Standard Normal (Black-Scholes / GBM) 35.0% 17.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 32.2% 18.1% Filters for historical windows that started with volatility similar to current 20-day HV (376 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 22.1%
  • Recent 20-Day HV: 18.6%
  • Parkinson Intraday Volatility: 18.4%
  • Vol Trend: Compressed (-16% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +6.9%
  • Bottom 10% Move (10th percentile): -4.6%
  • Max Historical Gain (14d): +13.3%
  • Max Historical Loss (14d): -9.3%