Finance

GTEN Move Probability $10.42 -0.18 (-1.7%)

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)
0.0%
Stock touched +5.0% ($10.94) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.9%
$10.33 — $10.51

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 318 historical windows (2025-06-26 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-2.9% to -2.5%: 3 occurrences (0.9%) -2.7% -2.5% to -2.2%: 3 occurrences (0.9%) -2.2% to -1.9%: 1 occurrences (0.3%) -1.9% to -1.5%: 8 occurrences (2.5%) -1.7% -1.5% to -1.2%: 1 occurrences (0.3%) -1.2% to -0.9%: 1 occurrences (0.3%) -0.9% to -0.5%: 27 occurrences (8.5%) -0.7% -0.5% to -0.2%: 50 occurrences (15.7%) -0.2% to +0.1%: 84 occurrences (26.4%) +0.1% to +0.5%: 43 occurrences (13.5%) 0.3% +0.5% to +0.8%: 45 occurrences (14.2%) +0.8% to +1.1%: 8 occurrences (2.5%) +1.1% to +1.5%: 25 occurrences (7.9%) 1.3% +1.5% to +1.8%: 13 occurrences (4.1%) +1.8% to +2.1%: 3 occurrences (0.9%) +2.1% to +2.5%: 3 occurrences (0.9%) 2.3%
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) 0.0% 0.0% Model-free reality across 318 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (1.13) and kurtosis (24.48).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (55 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 3.8%
  • Recent 20-Day HV: 6.1%
  • Parkinson Intraday Volatility: 1.4%
  • Vol Trend: Expanded (+61% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +1.3%
  • Bottom 10% Move (10th percentile): -0.7%
  • Max Historical Gain (14d): +2.5%
  • Max Historical Loss (14d): -2.9%