Finance

IBRX Move Probability $8.63 -0.15 (-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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Touch Probability (First Passage)
84.6%
Stock touched +5.0% ($9.07) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
40.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.09x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±44.3%
$4.81 — $12.46

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%.

-28.7% to +89.5%: 479 occurrences (94.3%) 30.4% +89.5% to +207.6%: 11 occurrences (2.2%) +207.6% to +325.8%: 4 occurrences (0.8%) +325.8% to +444.0%: 0 occurrences (0.0%) 384.9% +444.0% to +562.1%: 0 occurrences (0.0%) +562.1% to +680.3%: 1 occurrences (0.2%) +680.3% to +798.5%: 0 occurrences (0.0%) 739.4% +798.5% to +916.6%: 1 occurrences (0.2%) +916.6% to +1034.8%: 0 occurrences (0.0%) +1034.8% to +1152.9%: 1 occurrences (0.2%) 1093.9% +1152.9% to +1271.1%: 0 occurrences (0.0%) +1271.1% to +1389.3%: 1 occurrences (0.2%) +1389.3% to +1507.4%: 0 occurrences (0.0%) 1448.3% +1507.4% to +1625.6%: 0 occurrences (0.0%) +1625.6% to +1743.8%: 3 occurrences (0.6%) +1743.8% to +1861.9%: 7 occurrences (1.4%) 1802.8%
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) 84.6% 40.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.2% Adjusts normal bell curve for real-world skewness (12.95) and kurtosis (228.84).
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) 83.7% 43.1% Filters for historical windows that started with volatility similar to current 20-day HV (283 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 188.1%
  • Recent 20-Day HV: 77.1%
  • Parkinson Intraday Volatility: 82.3%
  • Vol Trend: Compressed (-59% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +42.3%
  • Bottom 10% Move (10th percentile): -15.2%
  • Max Historical Gain (14d): +1861.9%
  • Max Historical Loss (14d): -28.7%