Finance

GWH Move Probability $0.16 -0.01 (-7.2%)

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 GWH Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
71.1%
Stock touched +5.0% ($0.17) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.89x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±44.0%
$0.09 — $0.23

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 495 historical windows (2024-09-23 to 2026-10-02). The colored bar indicates the win zone for +5.0%.

-92.1% to -58.5%: 14 occurrences (2.8%) -75.3% -58.5% to -24.9%: 90 occurrences (18.2%) -24.9% to +8.7%: 290 occurrences (58.6%) +8.7% to +42.3%: 81 occurrences (16.4%) 25.5% +42.3% to +75.9%: 6 occurrences (1.2%) +75.9% to +109.5%: 0 occurrences (0.0%) +109.5% to +143.1%: 2 occurrences (0.4%) 126.3% +143.1% to +176.7%: 3 occurrences (0.6%) +176.7% to +210.3%: 3 occurrences (0.6%) +210.3% to +243.9%: 3 occurrences (0.6%) 227.1% +243.9% to +277.5%: 1 occurrences (0.2%) +277.5% to +311.1%: 0 occurrences (0.0%) +311.1% to +344.8%: 0 occurrences (0.0%) 327.9% +344.8% to +378.4%: 1 occurrences (0.2%) +378.4% to +412.0%: 0 occurrences (0.0%) +412.0% to +445.6%: 1 occurrences (0.2%) 428.8%
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) 71.1% 24.6% Model-free reality across 495 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.9% Adjusts normal bell curve for real-world skewness (-2.2) and kurtosis (47.78).
Standard Normal (Black-Scholes / GBM) 91.2% 45.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.2% 21.7% Filters for historical windows that started with volatility similar to current 20-day HV (143 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 186.7%
  • Recent 20-Day HV: 200.8%
  • Parkinson Intraday Volatility: 107.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -9.8%
  • Top 10% Move (90th percentile): +23.4%
  • Bottom 10% Move (10th percentile): -39.2%
  • Max Historical Gain (14d): +445.6%
  • Max Historical Loss (14d): -92.1%