Finance

VIA Move Probability $34.53 +0.49 (+1.4%)

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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Touch Probability (First Passage)
68.3%
Stock touched +5.0% ($36.26) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.1%
$28.98 — $40.09

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 265 historical windows (2025-09-12 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-35.1% to -29.8%: 15 occurrences (5.7%) -32.5% -29.8% to -24.6%: 12 occurrences (4.5%) -24.6% to -19.3%: 15 occurrences (5.7%) -19.3% to -14.1%: 19 occurrences (7.2%) -16.7% -14.1% to -8.8%: 23 occurrences (8.7%) -8.8% to -3.5%: 26 occurrences (9.8%) -3.5% to +1.7%: 41 occurrences (15.5%) -0.9% +1.7% to +7.0%: 27 occurrences (10.2%) +7.0% to +12.3%: 25 occurrences (9.4%) +12.3% to +17.5%: 26 occurrences (9.8%) 14.9% +17.5% to +22.8%: 9 occurrences (3.4%) +22.8% to +28.0%: 15 occurrences (5.7%) +28.0% to +33.3%: 8 occurrences (3.0%) 30.7% +33.3% to +38.6%: 1 occurrences (0.4%) +38.6% to +43.8%: 1 occurrences (0.4%) +43.8% to +49.1%: 2 occurrences (0.8%) 46.5%
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) 68.3% 37.0% Model-free reality across 265 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.6% Adjusts normal bell curve for real-world skewness (-0.63) and kurtosis (1.97).
Standard Normal (Black-Scholes / GBM) 76.2% 38.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.1% 47.4% Filters for historical windows that started with volatility similar to current 20-day HV (97 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.2%
  • Recent 20-Day HV: 47.7%
  • Parkinson Intraday Volatility: 58.5%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +22.8%
  • Bottom 10% Move (10th percentile): -24.7%
  • Max Historical Gain (14d): +49.1%
  • Max Historical Loss (14d): -35.1%