Finance

VIVK Move Probability $1.25 -0.16 (-11.3%)

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

← Back to VIVK Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
62.7%
Stock touched +5.0% ($1.31) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
62.73x
You are 62.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±51.3%
$0.61 — $1.89

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 110 historical windows (2026-04-27 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-82.4% to -78.1%: 5 occurrences (4.5%) -80.3% -78.1% to -73.8%: 3 occurrences (2.7%) -73.8% to -69.5%: 4 occurrences (3.6%) -69.5% to -65.1%: 5 occurrences (4.5%) -67.3% -65.1% to -60.8%: 4 occurrences (3.6%) -60.8% to -56.5%: 3 occurrences (2.7%) -56.5% to -52.2%: 5 occurrences (4.5%) -54.3% -52.2% to -47.9%: 9 occurrences (8.2%) -47.9% to -43.5%: 9 occurrences (8.2%) -43.5% to -39.2%: 21 occurrences (19.1%) -41.4% -39.2% to -34.9%: 10 occurrences (9.1%) -34.9% to -30.6%: 3 occurrences (2.7%) -30.6% to -26.3%: 18 occurrences (16.4%) -28.4% -26.3% to -21.9%: 7 occurrences (6.4%) -21.9% to -17.6%: 2 occurrences (1.8%) -17.6% to -13.3%: 2 occurrences (1.8%) -15.4%
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) 62.7% 0.0% Model-free reality across 110 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 52.3% Adjusts normal bell curve for real-world skewness (-1.2) and kurtosis (5.42).
Standard Normal (Black-Scholes / GBM) 92.4% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.8% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (11 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 217.8%
  • Recent 20-Day HV: 272.6%
  • Parkinson Intraday Volatility: 198.7%
  • Vol Trend: Expanded (+25% vs baseline)

14-Day Return Quantiles

  • Median Return: -41.7%
  • Top 10% Move (90th percentile): -26.3%
  • Bottom 10% Move (10th percentile): -70.1%
  • Max Historical Gain (14d): +-13.3%
  • Max Historical Loss (14d): -82.4%