IGSC Move Probability $0.50 +0.00 (+0.0%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
19.1%
Stock touched +5.0% ($0.53) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
14.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.29x
You are 1.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±65.6%
$0.17 — $0.83
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.
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) | 19.1% | 14.8% | Model-free reality across 486 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 18.5% | Adjusts normal bell curve for real-world skewness (2.25) and kurtosis (53.93). |
| Standard Normal (Black-Scholes / GBM) | 94.1% | 47.0% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 278.5%
- Recent 20-Day HV: 7.0%
- Parkinson Intraday Volatility: 57.5%
- Vol Trend: Compressed (-97% vs baseline)
14-Day Return Quantiles
- Median Return: +0.0%
- Top 10% Move (90th percentile): +101.8%
- Bottom 10% Move (10th percentile): -36.0%
- Max Historical Gain (14d): +900.0%
- Max Historical Loss (14d): -81.0%