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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
30.5%
Stock touched +5.0% ($9.07) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
15.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.92x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.8%
$7.61 — $9.66

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-21.1% to +30.8%: 516 occurrences (99.0%) 4.8% +30.8% to +82.6%: 3 occurrences (0.6%) +82.6% to +134.4%: 1 occurrences (0.2%) +134.4% to +186.2%: 0 occurrences (0.0%) 160.3% +186.2% to +238.0%: 0 occurrences (0.0%) +238.0% to +289.9%: 0 occurrences (0.0%) +289.9% to +341.7%: 0 occurrences (0.0%) 315.8% +341.7% to +393.5%: 0 occurrences (0.0%) +393.5% to +445.3%: 0 occurrences (0.0%) +445.3% to +497.2%: 0 occurrences (0.0%) 471.2% +497.2% to +549.0%: 0 occurrences (0.0%) +549.0% to +600.8%: 0 occurrences (0.0%) +600.8% to +652.6%: 0 occurrences (0.0%) 626.7% +652.6% to +704.4%: 0 occurrences (0.0%) +704.4% to +756.3%: 0 occurrences (0.0%) +756.3% to +808.1%: 1 occurrences (0.2%) 782.2%
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) 30.5% 15.9% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (12.95) and kurtosis (228.84).
Standard Normal (Black-Scholes / GBM) 68.0% 34.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 28.0% 14.5% Filters for historical windows that started with volatility similar to current 20-day HV (296 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)

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +7.1%
  • Bottom 10% Move (10th percentile): -5.8%
  • Max Historical Gain (1d): +808.1%
  • Max Historical Loss (1d): -21.1%