Finance

IBIO Move Probability $0.79 -0.05 (-5.5%)

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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Touch Probability (First Passage)
73.5%
Stock touched +5.0% ($0.83) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
37.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.4%
$0.58 — $1.01

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-82.3% to -67.2%: 14 occurrences (2.8%) -74.7% -67.2% to -52.1%: 0 occurrences (0.0%) -52.1% to -37.0%: 2 occurrences (0.4%) -37.0% to -22.0%: 47 occurrences (9.2%) -29.5% -22.0% to -6.9%: 144 occurrences (28.3%) -6.9% to +8.2%: 133 occurrences (26.1%) +8.2% to +23.3%: 85 occurrences (16.7%) 15.7% +23.3% to +38.4%: 37 occurrences (7.3%) +38.4% to +53.4%: 19 occurrences (3.7%) +53.4% to +68.5%: 12 occurrences (2.4%) 61.0% +68.5% to +83.6%: 7 occurrences (1.4%) +83.6% to +98.7%: 6 occurrences (1.2%) +98.7% to +113.7%: 0 occurrences (0.0%) 106.2% +113.7% to +128.8%: 1 occurrences (0.2%) +128.8% to +143.9%: 1 occurrences (0.2%) +143.9% to +159.0%: 1 occurrences (0.2%) 151.4%
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) 73.5% 37.1% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.3% Adjusts normal bell curve for real-world skewness (-2.17) and kurtosis (32.67).
Standard Normal (Black-Scholes / GBM) 85.9% 42.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.7% 42.0% Filters for historical windows that started with volatility similar to current 20-day HV (288 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 116.2%
  • Recent 20-Day HV: 78.7%
  • Parkinson Intraday Volatility: 95.4%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.6%
  • Top 10% Move (90th percentile): +35.5%
  • Bottom 10% Move (10th percentile): -23.8%
  • Max Historical Gain (14d): +159.0%
  • Max Historical Loss (14d): -82.3%