Finance

GGG Move Probability $69.51 -12.33 (-15.1%)

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 GGG Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
22.6%
Stock touched +5.0% ($72.99) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
12.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.80x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.6%
$65.64 — $73.38

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-11.5% to -9.9%: 11 occurrences (2.2%) -10.7% -9.9% to -8.3%: 3 occurrences (0.6%) -8.3% to -6.7%: 17 occurrences (3.3%) -6.7% to -5.2%: 33 occurrences (6.5%) -6.0% -5.2% to -3.6%: 50 occurrences (9.8%) -3.6% to -2.0%: 65 occurrences (12.8%) -2.0% to -0.4%: 51 occurrences (10.0%) -1.2% -0.4% to +1.2%: 83 occurrences (16.3%) +1.2% to +2.8%: 71 occurrences (13.9%) +2.8% to +4.3%: 47 occurrences (9.2%) 3.5% +4.3% to +5.9%: 31 occurrences (6.1%) +5.9% to +7.5%: 15 occurrences (2.9%) +7.5% to +9.1%: 15 occurrences (2.9%) 8.3% +9.1% to +10.7%: 9 occurrences (1.8%) +10.7% to +12.3%: 3 occurrences (0.6%) +12.3% to +13.8%: 5 occurrences (1.0%) 13.0%
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) 22.6% 12.6% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.5% Adjusts normal bell curve for real-world skewness (-2.39) and kurtosis (27.76).
Standard Normal (Black-Scholes / GBM) 38.1% 19.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 87.5% 62.5% Filters for historical windows that started with volatility similar to current 20-day HV (16 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 23.6%
  • Recent 20-Day HV: 61.1%
  • Parkinson Intraday Volatility: 16.5%
  • Vol Trend: Expanded (+158% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +5.6%
  • Bottom 10% Move (10th percentile): -5.7%
  • Max Historical Gain (14d): +13.8%
  • Max Historical Loss (14d): -11.5%