Finance

GTN Move Probability $4.63 +0.00 (+0.0%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
66.7%
Stock touched +5.0% ($4.86) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.6%
$3.91 — $5.35

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%.

-34.3% to -29.0%: 11 occurrences (2.2%) -31.7% -29.0% to -23.7%: 28 occurrences (5.5%) -23.7% to -18.4%: 14 occurrences (2.8%) -18.4% to -13.1%: 30 occurrences (5.9%) -15.8% -13.1% to -7.8%: 39 occurrences (7.7%) -7.8% to -2.5%: 80 occurrences (15.7%) -2.5% to +2.8%: 90 occurrences (17.7%) 0.1% +2.8% to +8.0%: 66 occurrences (13.0%) +8.0% to +13.3%: 52 occurrences (10.2%) +13.3% to +18.6%: 34 occurrences (6.7%) 16.0% +18.6% to +23.9%: 26 occurrences (5.1%) +23.9% to +29.2%: 11 occurrences (2.2%) +29.2% to +34.5%: 11 occurrences (2.2%) 31.9% +34.5% to +39.8%: 9 occurrences (1.8%) +39.8% to +45.1%: 5 occurrences (1.0%) +45.1% to +50.4%: 2 occurrences (0.4%) 47.8%
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) 66.7% 35.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.2% Adjusts normal bell curve for real-world skewness (-0.18) and kurtosis (10.15).
Standard Normal (Black-Scholes / GBM) 75.4% 37.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.0% 28.5% Filters for historical windows that started with volatility similar to current 20-day HV (130 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 66.2%
  • Recent 20-Day HV: 35.3%
  • Parkinson Intraday Volatility: 49.1%
  • Vol Trend: Compressed (-47% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +21.4%
  • Bottom 10% Move (10th percentile): -19.0%
  • Max Historical Gain (14d): +50.4%
  • Max Historical Loss (14d): -34.3%