Finance

G Move Probability $39.33 +0.61 (+1.6%)

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 G Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
39.6%
Stock touched +5.0% ($41.30) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
26.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.51x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.3%
$36.05 — $42.61

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%.

-20.7% to -18.0%: 4 occurrences (0.8%) -19.3% -18.0% to -15.2%: 8 occurrences (1.6%) -15.2% to -12.4%: 11 occurrences (2.2%) -12.4% to -9.6%: 25 occurrences (4.9%) -11.0% -9.6% to -6.8%: 45 occurrences (8.9%) -6.8% to -4.1%: 68 occurrences (13.4%) -4.1% to -1.3%: 101 occurrences (19.9%) -2.7% -1.3% to +1.5%: 58 occurrences (11.4%) +1.5% to +4.3%: 41 occurrences (8.1%) +4.3% to +7.1%: 38 occurrences (7.5%) 5.7% +7.1% to +9.8%: 35 occurrences (6.9%) +9.8% to +12.6%: 24 occurrences (4.7%) +12.6% to +15.4%: 20 occurrences (3.9%) 14.0% +15.4% to +18.2%: 13 occurrences (2.6%) +18.2% to +21.0%: 13 occurrences (2.6%) +21.0% to +23.7%: 4 occurrences (0.8%) 22.4%
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) 39.6% 26.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.3% Adjusts normal bell curve for real-world skewness (-0.07) and kurtosis (12.5).
Standard Normal (Black-Scholes / GBM) 55.8% 27.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 40.1% 19.8% Filters for historical windows that started with volatility similar to current 20-day HV (237 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 35.3%
  • Recent 20-Day HV: 40.3%
  • Parkinson Intraday Volatility: 24.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.6%
  • Top 10% Move (90th percentile): +12.4%
  • Bottom 10% Move (10th percentile): -9.2%
  • Max Historical Gain (14d): +23.7%
  • Max Historical Loss (14d): -20.7%