Finance

GNTX Move Probability $20.54 -1.21 (-5.6%)

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)
37.5%
Stock touched +5.0% ($21.56) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
14.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.65x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$19.15 — $21.92

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 510 historical windows (2024-09-23 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-14.1% to -11.8%: 13 occurrences (2.5%) -13.0% -11.8% to -9.6%: 26 occurrences (5.1%) -9.6% to -7.3%: 34 occurrences (6.7%) -7.3% to -5.1%: 43 occurrences (8.4%) -6.2% -5.1% to -2.8%: 62 occurrences (12.2%) -2.8% to -0.5%: 80 occurrences (15.7%) -0.5% to +1.7%: 74 occurrences (14.5%) 0.6% +1.7% to +4.0%: 83 occurrences (16.3%) +4.0% to +6.2%: 41 occurrences (8.0%) +6.2% to +8.5%: 26 occurrences (5.1%) 7.4% +8.5% to +10.8%: 12 occurrences (2.4%) +10.8% to +13.0%: 2 occurrences (0.4%) +13.0% to +15.3%: 6 occurrences (1.2%) 14.2% +15.3% to +17.5%: 4 occurrences (0.8%) +17.5% to +19.8%: 2 occurrences (0.4%) +19.8% to +22.1%: 2 occurrences (0.4%) 20.9%
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) 37.5% 14.1% Model-free reality across 510 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.0% Adjusts normal bell curve for real-world skewness (0.71) and kurtosis (12.18).
Standard Normal (Black-Scholes / GBM) 47.0% 23.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 38.8% 14.7% Filters for historical windows that started with volatility similar to current 20-day HV (389 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.6%
  • Recent 20-Day HV: 29.6%
  • Parkinson Intraday Volatility: 21.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +6.3%
  • Bottom 10% Move (10th percentile): -8.4%
  • Max Historical Gain (14d): +22.1%
  • Max Historical Loss (14d): -14.1%