Finance

GLTK Move Probability $4.83 +0.01 (+0.2%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
35.8%
Stock touched +5.0% ($5.07) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
26.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.36x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.7%
$3.68 — $5.97

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-62.5% to -48.3%: 2 occurrences (0.4%) -55.4% -48.3% to -34.0%: 3 occurrences (0.6%) -34.0% to -19.8%: 42 occurrences (8.6%) -19.8% to -5.5%: 68 occurrences (14.0%) -12.7% -5.5% to +8.7%: 276 occurrences (56.8%) +8.7% to +22.9%: 80 occurrences (16.5%) +22.9% to +37.2%: 5 occurrences (1.0%) 30.1% +37.2% to +51.4%: 2 occurrences (0.4%) +51.4% to +65.7%: 4 occurrences (0.8%) +65.7% to +79.9%: 1 occurrences (0.2%) 72.8% +79.9% to +94.1%: 1 occurrences (0.2%) +94.1% to +108.4%: 1 occurrences (0.2%) +108.4% to +122.6%: 0 occurrences (0.0%) 115.5% +122.6% to +136.9%: 0 occurrences (0.0%) +136.9% to +151.1%: 0 occurrences (0.0%) +151.1% to +165.3%: 1 occurrences (0.2%) 158.2%
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) 35.8% 26.3% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.6% Adjusts normal bell curve for real-world skewness (-0.71) and kurtosis (29.25).
Standard Normal (Black-Scholes / GBM) 83.7% 41.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 43.1% 29.4% Filters for historical windows that started with volatility similar to current 20-day HV (153 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 100.7%
  • Recent 20-Day HV: 80.1%
  • Parkinson Intraday Volatility: 59.0%
  • Vol Trend: Compressed (-20% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +14.3%
  • Bottom 10% Move (10th percentile): -19.0%
  • Max Historical Gain (14d): +165.3%
  • Max Historical Loss (14d): -62.5%