Finance

VKQ Move Probability $8.90 -0.01 (-0.1%)

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 VKQ Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
3.3%
Stock touched +5.0% ($9.35) at least once during 14 trading days.
Median first touch: Day 11 of 14
Expiration Close Probability
2.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.21x
You are 1.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.5%
$8.68 — $9.12

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%.

-11.5% to -10.4%: 2 occurrences (0.4%) -10.9% -10.4% to -9.2%: 0 occurrences (0.0%) -9.2% to -8.1%: 6 occurrences (1.2%) -8.1% to -6.9%: 1 occurrences (0.2%) -7.5% -6.9% to -5.8%: 10 occurrences (2.0%) -5.8% to -4.6%: 11 occurrences (2.2%) -4.6% to -3.5%: 15 occurrences (3.0%) -4.0% -3.5% to -2.3%: 22 occurrences (4.3%) -2.3% to -1.2%: 70 occurrences (13.8%) -1.2% to -0.0%: 89 occurrences (17.5%) -0.6% -0.0% to +1.1%: 110 occurrences (21.7%) +1.1% to +2.3%: 85 occurrences (16.7%) +2.3% to +3.4%: 56 occurrences (11.0%) 2.8% +3.4% to +4.6%: 14 occurrences (2.8%) +4.6% to +5.7%: 11 occurrences (2.2%) +5.7% to +6.9%: 6 occurrences (1.2%) 6.3%
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) 3.3% 2.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.5% Adjusts normal bell curve for real-world skewness (-0.32) and kurtosis (2.55).
Standard Normal (Black-Scholes / GBM) 4.9% 2.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 9.1% 9.1% Filters for historical windows that started with volatility similar to current 20-day HV (22 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 10.5%
  • Recent 20-Day HV: 24.6%
  • Parkinson Intraday Volatility: 7.7%
  • Vol Trend: Expanded (+134% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +2.8%
  • Bottom 10% Move (10th percentile): -3.1%
  • Max Historical Gain (14d): +6.9%
  • Max Historical Loss (14d): -11.5%