Finance

GRNT Move Probability $5.68 +0.03 (+0.5%)

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)
57.5%
Stock touched +5.0% ($5.96) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
29.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.7%
$5.13 — $6.23

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%.

-22.6% to -19.2%: 12 occurrences (2.4%) -20.9% -19.2% to -15.8%: 7 occurrences (1.4%) -15.8% to -12.3%: 28 occurrences (5.5%) -12.3% to -8.9%: 37 occurrences (7.3%) -10.6% -8.9% to -5.5%: 46 occurrences (9.1%) -5.5% to -2.0%: 69 occurrences (13.6%) -2.0% to +1.4%: 77 occurrences (15.2%) -0.3% +1.4% to +4.8%: 79 occurrences (15.6%) +4.8% to +8.2%: 48 occurrences (9.4%) +8.2% to +11.7%: 43 occurrences (8.5%) 10.0% +11.7% to +15.1%: 39 occurrences (7.7%) +15.1% to +18.5%: 14 occurrences (2.8%) +18.5% to +22.0%: 5 occurrences (1.0%) 20.2% +22.0% to +25.4%: 0 occurrences (0.0%) +25.4% to +28.8%: 1 occurrences (0.2%) +28.8% to +32.2%: 3 occurrences (0.6%) 30.5%
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) 57.5% 29.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.9% Adjusts normal bell curve for real-world skewness (-0.57) and kurtosis (2.53).
Standard Normal (Black-Scholes / GBM) 61.7% 30.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 56.8% 30.6% Filters for historical windows that started with volatility similar to current 20-day HV (412 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 41.3%
  • Recent 20-Day HV: 41.9%
  • Parkinson Intraday Volatility: 28.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +12.1%
  • Bottom 10% Move (10th percentile): -12.0%
  • Max Historical Gain (14d): +32.2%
  • Max Historical Loss (14d): -22.6%