Finance

GO Move Probability $13.15 +0.12 (+1.0%)

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 GO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
61.2%
Stock touched +5.0% ($13.81) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.76x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.9%
$11.20 — $15.11

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%.

-41.5% to -36.2%: 11 occurrences (2.2%) -38.8% -36.2% to -30.9%: 7 occurrences (1.4%) -30.9% to -25.6%: 7 occurrences (1.4%) -25.6% to -20.2%: 17 occurrences (3.3%) -22.9% -20.2% to -14.9%: 20 occurrences (3.9%) -14.9% to -9.6%: 36 occurrences (7.1%) -9.6% to -4.3%: 72 occurrences (14.2%) -7.0% -4.3% to +1.0%: 104 occurrences (20.5%) +1.0% to +6.3%: 72 occurrences (14.2%) +6.3% to +11.6%: 65 occurrences (12.8%) 8.9% +11.6% to +16.9%: 43 occurrences (8.5%) +16.9% to +22.2%: 27 occurrences (5.3%) +22.2% to +27.5%: 8 occurrences (1.6%) 24.8% +27.5% to +32.8%: 6 occurrences (1.2%) +32.8% to +38.1%: 9 occurrences (1.8%) +38.1% to +43.4%: 4 occurrences (0.8%) 40.7%
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) 61.2% 34.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.8% Adjusts normal bell curve for real-world skewness (-1.14) and kurtosis (33.32).
Standard Normal (Black-Scholes / GBM) 74.3% 37.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.4% 29.9% Filters for historical windows that started with volatility similar to current 20-day HV (271 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 63.1%
  • Recent 20-Day HV: 33.6%
  • Parkinson Intraday Volatility: 45.4%
  • Vol Trend: Compressed (-47% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.2%
  • Top 10% Move (90th percentile): +17.1%
  • Bottom 10% Move (10th percentile): -17.7%
  • Max Historical Gain (14d): +43.4%
  • Max Historical Loss (14d): -41.5%