Finance

GLIBA Move Probability $19.77 -0.38 (-1.9%)

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)
40.8%
Stock touched +5.0% ($20.76) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
23.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.8%
$17.83 — $21.72

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 309 historical windows (2025-07-11 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-30.9% to -27.5%: 6 occurrences (1.9%) -29.2% -27.5% to -24.1%: 8 occurrences (2.6%) -24.1% to -20.7%: 3 occurrences (1.0%) -20.7% to -17.3%: 5 occurrences (1.6%) -19.0% -17.3% to -13.9%: 9 occurrences (2.9%) -13.9% to -10.5%: 14 occurrences (4.5%) -10.5% to -7.1%: 27 occurrences (8.7%) -8.8% -7.1% to -3.7%: 34 occurrences (11.0%) -3.7% to -0.4%: 51 occurrences (16.5%) -0.4% to +3.0%: 63 occurrences (20.4%) 1.3% +3.0% to +6.4%: 33 occurrences (10.7%) +6.4% to +9.8%: 26 occurrences (8.4%) +9.8% to +13.2%: 15 occurrences (4.9%) 11.5% +13.2% to +16.6%: 8 occurrences (2.6%) +16.6% to +20.0%: 5 occurrences (1.6%) +20.0% to +23.4%: 2 occurrences (0.6%) 21.7%
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) 40.8% 23.9% Model-free reality across 309 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.6% Adjusts normal bell curve for real-world skewness (-1.34) and kurtosis (11.86).
Standard Normal (Black-Scholes / GBM) 61.9% 31.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.8% 57.3% Filters for historical windows that started with volatility similar to current 20-day HV (96 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 41.6%
  • Recent 20-Day HV: 51.3%
  • Parkinson Intraday Volatility: 19.6%
  • Vol Trend: Expanded (+23% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +9.6%
  • Bottom 10% Move (10th percentile): -13.2%
  • Max Historical Gain (14d): +23.4%
  • Max Historical Loss (14d): -30.9%