Finance

VMET Move Probability $8.51 +0.08 (+0.9%)

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)
70.3%
Stock touched +5.0% ($8.93) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.0%
$7.23 — $9.78

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 145 historical windows (2026-03-06 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-28.0% to -23.4%: 5 occurrences (3.4%) -25.7% -23.4% to -18.8%: 7 occurrences (4.8%) -18.8% to -14.3%: 3 occurrences (2.1%) -14.3% to -9.7%: 26 occurrences (17.9%) -12.0% -9.7% to -5.1%: 23 occurrences (15.9%) -5.1% to -0.5%: 15 occurrences (10.3%) -0.5% to +4.0%: 21 occurrences (14.5%) 1.7% +4.0% to +8.6%: 14 occurrences (9.7%) +8.6% to +13.2%: 12 occurrences (8.3%) +13.2% to +17.7%: 10 occurrences (6.9%) 15.5% +17.7% to +22.3%: 5 occurrences (3.4%) +22.3% to +26.9%: 1 occurrences (0.7%) +26.9% to +31.4%: 1 occurrences (0.7%) 29.2% +31.4% to +36.0%: 1 occurrences (0.7%) +36.0% to +40.6%: 0 occurrences (0.0%) +40.6% to +45.2%: 1 occurrences (0.7%) 42.9%
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) 70.3% 31.0% Model-free reality across 145 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.4% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (2.4).
Standard Normal (Black-Scholes / GBM) 74.4% 37.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 30.4% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (23 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 63.5%
  • Recent 20-Day HV: 35.5%
  • Parkinson Intraday Volatility: 40.6%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.3%
  • Top 10% Move (90th percentile): +15.9%
  • Bottom 10% Move (10th percentile): -16.0%
  • Max Historical Gain (14d): +45.2%
  • Max Historical Loss (14d): -28.0%