Finance

IDXX Move Probability $672.06 +120.58 (+21.9%)

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)
38.2%
Stock touched +5.0% ($705.66) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
19.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.1%
$610.81 — $733.31

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-14.5% to -11.8%: 7 occurrences (1.4%) -13.1% -11.8% to -9.0%: 21 occurrences (4.1%) -9.0% to -6.2%: 41 occurrences (8.1%) -6.2% to -3.4%: 75 occurrences (14.8%) -4.8% -3.4% to -0.7%: 85 occurrences (16.7%) -0.7% to +2.1%: 97 occurrences (19.1%) +2.1% to +4.9%: 80 occurrences (15.7%) 3.5% +4.9% to +7.6%: 43 occurrences (8.5%) +7.6% to +10.4%: 13 occurrences (2.6%) +10.4% to +13.2%: 16 occurrences (3.1%) 11.8% +13.2% to +16.0%: 5 occurrences (1.0%) +16.0% to +18.7%: 4 occurrences (0.8%) +18.7% to +21.5%: 14 occurrences (2.8%) 20.1% +21.5% to +24.3%: 3 occurrences (0.6%) +24.3% to +27.1%: 2 occurrences (0.4%) +27.1% to +29.8%: 2 occurrences (0.4%) 28.4%
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) 38.2% 19.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.4% Adjusts normal bell curve for real-world skewness (3.2) and kurtosis (28.81).
Standard Normal (Black-Scholes / GBM) 59.2% 29.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.3% 40.0% Filters for historical windows that started with volatility similar to current 20-day HV (60 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.7%
  • Recent 20-Day HV: 75.7%
  • Parkinson Intraday Volatility: 24.7%
  • Vol Trend: Expanded (+96% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +9.1%
  • Bottom 10% Move (10th percentile): -7.1%
  • Max Historical Gain (14d): +29.8%
  • Max Historical Loss (14d): -14.5%