Finance

IBP Move Probability $187.87 -1.48 (-0.8%)

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 IBP Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
61.6%
Stock touched +5.0% ($197.26) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
29.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.06x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.9%
$165.59 — $210.15

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%.

-34.5% to -29.9%: 4 occurrences (0.8%) -32.2% -29.9% to -25.3%: 7 occurrences (1.4%) -25.3% to -20.7%: 4 occurrences (0.8%) -20.7% to -16.1%: 25 occurrences (4.9%) -18.4% -16.1% to -11.5%: 26 occurrences (5.1%) -11.5% to -6.9%: 57 occurrences (11.2%) -6.9% to -2.3%: 81 occurrences (15.9%) -4.6% -2.3% to +2.2%: 92 occurrences (18.1%) +2.2% to +6.8%: 91 occurrences (17.9%) +6.8% to +11.4%: 54 occurrences (10.6%) 9.1% +11.4% to +16.0%: 36 occurrences (7.1%) +16.0% to +20.6%: 15 occurrences (3.0%) +20.6% to +25.2%: 2 occurrences (0.4%) 22.9% +25.2% to +29.8%: 7 occurrences (1.4%) +29.8% to +34.4%: 4 occurrences (0.8%) +34.4% to +39.0%: 3 occurrences (0.6%) 36.7%
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) 61.6% 29.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.0% Adjusts normal bell curve for real-world skewness (-1.44) and kurtosis (22.14).
Standard Normal (Black-Scholes / GBM) 68.1% 34.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.0% 31.1% Filters for historical windows that started with volatility similar to current 20-day HV (402 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 50.3%
  • Recent 20-Day HV: 37.8%
  • Parkinson Intraday Volatility: 34.3%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +13.0%
  • Bottom 10% Move (10th percentile): -13.5%
  • Max Historical Gain (14d): +39.0%
  • Max Historical Loss (14d): -34.5%