Finance

GEVO Move Probability $1.11 -0.02 (-1.8%)

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)
72.8%
Stock touched +5.0% ($1.17) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.3%
$0.89 — $1.34

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%.

-51.9% to -41.3%: 8 occurrences (1.6%) -46.6% -41.3% to -30.7%: 11 occurrences (2.2%) -30.7% to -20.1%: 31 occurrences (6.1%) -20.1% to -9.5%: 101 occurrences (19.9%) -14.8% -9.5% to +1.1%: 131 occurrences (25.8%) +1.1% to +11.6%: 98 occurrences (19.3%) +11.6% to +22.2%: 68 occurrences (13.4%) 16.9% +22.2% to +32.8%: 25 occurrences (4.9%) +32.8% to +43.4%: 11 occurrences (2.2%) +43.4% to +54.0%: 12 occurrences (2.4%) 48.7% +54.0% to +64.6%: 5 occurrences (1.0%) +64.6% to +75.2%: 1 occurrences (0.2%) +75.2% to +85.8%: 2 occurrences (0.4%) 80.5% +85.8% to +96.4%: 3 occurrences (0.6%) +96.4% to +107.0%: 0 occurrences (0.0%) +107.0% to +117.5%: 1 occurrences (0.2%) 112.3%
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) 72.8% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.8% Adjusts normal bell curve for real-world skewness (1.22) and kurtosis (13.42).
Standard Normal (Black-Scholes / GBM) 81.0% 40.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.8% 28.4% Filters for historical windows that started with volatility similar to current 20-day HV (162 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 86.3%
  • Recent 20-Day HV: 44.6%
  • Parkinson Intraday Volatility: 68.6%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.9%
  • Top 10% Move (90th percentile): +26.2%
  • Bottom 10% Move (10th percentile): -19.7%
  • Max Historical Gain (14d): +117.5%
  • Max Historical Loss (14d): -51.9%