Finance

VSAT Move Probability $62.60 +2.42 (+4.0%)

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 VSAT Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
85.4%
Stock touched +5.0% ($65.73) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
48.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.76x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.9%
$50.11 — $75.09

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%.

-33.3% to -25.6%: 8 occurrences (1.6%) -29.5% -25.6% to -17.9%: 24 occurrences (4.7%) -17.9% to -10.2%: 54 occurrences (10.6%) -10.2% to -2.5%: 82 occurrences (16.1%) -6.4% -2.5% to +5.2%: 97 occurrences (19.1%) +5.2% to +12.9%: 82 occurrences (16.1%) +12.9% to +20.6%: 79 occurrences (15.6%) 16.8% +20.6% to +28.3%: 35 occurrences (6.9%) +28.3% to +36.0%: 14 occurrences (2.8%) +36.0% to +43.7%: 15 occurrences (3.0%) 39.9% +43.7% to +51.4%: 3 occurrences (0.6%) +51.4% to +59.2%: 3 occurrences (0.6%) +59.2% to +66.9%: 3 occurrences (0.6%) 63.0% +66.9% to +74.6%: 3 occurrences (0.6%) +74.6% to +82.3%: 2 occurrences (0.4%) +82.3% to +90.0%: 4 occurrences (0.8%) 86.1%
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) 85.4% 48.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.8% Adjusts normal bell curve for real-world skewness (0.82) and kurtosis (4.09).
Standard Normal (Black-Scholes / GBM) 80.7% 40.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.9% 45.2% Filters for historical windows that started with volatility similar to current 20-day HV (312 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 84.6%
  • Recent 20-Day HV: 63.2%
  • Parkinson Intraday Volatility: 69.0%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.2%
  • Top 10% Move (90th percentile): +26.6%
  • Bottom 10% Move (10th percentile): -14.5%
  • Max Historical Gain (14d): +90.0%
  • Max Historical Loss (14d): -33.3%