Finance

GDRX Move Probability $3.57 +0.05 (+1.4%)

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 GDRX Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
67.1%
Stock touched +5.0% ($3.75) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
30.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.22x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.2%
$3.03 — $4.11

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-34.6% to -30.6%: 4 occurrences (0.8%) -32.6% -30.6% to -26.6%: 7 occurrences (1.4%) -26.6% to -22.6%: 9 occurrences (1.8%) -22.6% to -18.6%: 22 occurrences (4.5%) -20.6% -18.6% to -14.5%: 21 occurrences (4.3%) -14.5% to -10.5%: 23 occurrences (4.7%) -10.5% to -6.5%: 48 occurrences (9.9%) -8.5% -6.5% to -2.5%: 84 occurrences (17.2%) -2.5% to +1.5%: 75 occurrences (15.4%) +1.5% to +5.6%: 58 occurrences (11.9%) 3.6% +5.6% to +9.6%: 51 occurrences (10.5%) +9.6% to +13.6%: 32 occurrences (6.6%) +13.6% to +17.6%: 23 occurrences (4.7%) 15.6% +17.6% to +21.7%: 15 occurrences (3.1%) +21.7% to +25.7%: 11 occurrences (2.3%) +25.7% to +29.7%: 4 occurrences (0.8%) 27.7%
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) 67.1% 30.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.0% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (11.85).
Standard Normal (Black-Scholes / GBM) 74.8% 37.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.2% 32.5% Filters for historical windows that started with volatility similar to current 20-day HV (197 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.5%
  • Recent 20-Day HV: 36.1%
  • Parkinson Intraday Volatility: 56.6%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +15.0%
  • Bottom 10% Move (10th percentile): -16.6%
  • Max Historical Gain (14d): +29.7%
  • Max Historical Loss (14d): -34.6%