Finance

V Move Probability $425.68 +12.15 (+2.9%)

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% ($446.96) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
19.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.64x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.2%
$403.45 — $447.90

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%.

-9.3% to -7.8%: 8 occurrences (1.6%) -8.5% -7.8% to -6.3%: 15 occurrences (3.0%) -6.3% to -4.7%: 25 occurrences (4.9%) -4.7% to -3.2%: 34 occurrences (6.7%) -4.0% -3.2% to -1.7%: 58 occurrences (11.4%) -1.7% to -0.2%: 56 occurrences (11.0%) -0.2% to +1.3%: 76 occurrences (15.0%) 0.5% +1.3% to +2.8%: 62 occurrences (12.2%) +2.8% to +4.3%: 58 occurrences (11.4%) +4.3% to +5.8%: 31 occurrences (6.1%) 5.1% +5.8% to +7.3%: 32 occurrences (6.3%) +7.3% to +8.8%: 26 occurrences (5.1%) +8.8% to +10.4%: 15 occurrences (3.0%) 9.6% +10.4% to +11.9%: 7 occurrences (1.4%) +11.9% to +13.4%: 4 occurrences (0.8%) +13.4% to +14.9%: 1 occurrences (0.2%) 14.1%
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% 19.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.1% Adjusts normal bell curve for real-world skewness (0.09) and kurtosis (6.43).
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) 30.5% 19.1% Filters for historical windows that started with volatility similar to current 20-day HV (403 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 22.1%
  • Recent 20-Day HV: 20.0%
  • Parkinson Intraday Volatility: 18.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +7.4%
  • Bottom 10% Move (10th percentile): -4.5%
  • Max Historical Gain (14d): +14.9%
  • Max Historical Loss (14d): -9.3%