Finance

DNTH Move Probability $78.14 -0.67 (-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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Touch Probability (First Passage)
72.2%
Stock touched +5.0% ($82.05) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.92x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.1%
$66.36 — $89.92

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%.

-27.8% to -20.8%: 10 occurrences (2.0%) -24.3% -20.8% to -13.9%: 44 occurrences (8.7%) -13.9% to -7.0%: 68 occurrences (13.4%) -7.0% to -0.1%: 117 occurrences (23.0%) -3.6% -0.1% to +6.8%: 98 occurrences (19.3%) +6.8% to +13.7%: 55 occurrences (10.8%) +13.7% to +20.6%: 47 occurrences (9.3%) 17.1% +20.6% to +27.5%: 23 occurrences (4.5%) +27.5% to +34.4%: 11 occurrences (2.2%) +34.4% to +41.3%: 11 occurrences (2.2%) 37.8% +41.3% to +48.2%: 5 occurrences (1.0%) +48.2% to +55.1%: 6 occurrences (1.2%) +55.1% to +62.0%: 10 occurrences (2.0%) 58.5% +62.0% to +68.9%: 1 occurrences (0.2%) +68.9% to +75.8%: 1 occurrences (0.2%) +75.8% to +82.7%: 1 occurrences (0.2%) 79.3%
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) 72.2% 37.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.9% Adjusts normal bell curve for real-world skewness (0.64) and kurtosis (2.49).
Standard Normal (Black-Scholes / GBM) 74.6% 37.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.4% 27.2% Filters for historical windows that started with volatility similar to current 20-day HV (158 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.0%
  • Recent 20-Day HV: 38.3%
  • Parkinson Intraday Volatility: 55.0%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +24.5%
  • Bottom 10% Move (10th percentile): -14.4%
  • Max Historical Gain (14d): +82.7%
  • Max Historical Loss (14d): -27.8%