Finance

VECO Move Probability $46.67 +2.18 (+4.9%)

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)
67.5%
Stock touched +5.0% ($49.00) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.4%
Stock closed at or beyond +5.0% at the end of the 14-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%)
±13.7%
$40.30 — $53.04

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-35.7% to -30.6%: 1 occurrences (0.2%) -33.2% -30.6% to -25.4%: 8 occurrences (1.6%) -25.4% to -20.2%: 6 occurrences (1.2%) -20.2% to -15.0%: 14 occurrences (2.8%) -17.6% -15.0% to -9.9%: 53 occurrences (10.4%) -9.9% to -4.7%: 80 occurrences (15.7%) -4.7% to +0.5%: 101 occurrences (19.9%) -2.1% +0.5% to +5.7%: 78 occurrences (15.4%) +5.7% to +10.8%: 57 occurrences (11.2%) +10.8% to +16.0%: 31 occurrences (6.1%) 13.4% +16.0% to +21.2%: 33 occurrences (6.5%) +21.2% to +26.4%: 23 occurrences (4.5%) +26.4% to +31.5%: 9 occurrences (1.8%) 28.9% +31.5% to +36.7%: 4 occurrences (0.8%) +36.7% to +41.9%: 5 occurrences (1.0%) +41.9% to +47.0%: 5 occurrences (1.0%) 44.5%
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) 67.5% 34.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.2% Adjusts normal bell curve for real-world skewness (0.23) and kurtosis (5.13).
Standard Normal (Black-Scholes / GBM) 72.1% 36.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.8% 44.0% Filters for historical windows that started with volatility similar to current 20-day HV (243 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 57.9%
  • Recent 20-Day HV: 68.5%
  • Parkinson Intraday Volatility: 42.0%
  • Vol Trend: Expanded (+18% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +20.1%
  • Bottom 10% Move (10th percentile): -12.3%
  • Max Historical Gain (14d): +47.0%
  • Max Historical Loss (14d): -35.7%