Finance

INBP Move Probability $0.17 -0.01 (-2.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
56.9%
Stock touched +5.0% ($0.18) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.99x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.3%
$0.14 — $0.21

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-28.2% to -24.3%: 9 occurrences (1.8%) -26.2% -24.3% to -20.4%: 9 occurrences (1.8%) -20.4% to -16.4%: 15 occurrences (3.1%) -16.4% to -12.5%: 21 occurrences (4.3%) -14.5% -12.5% to -8.6%: 59 occurrences (12.1%) -8.6% to -4.6%: 73 occurrences (15.0%) -4.6% to -0.7%: 43 occurrences (8.8%) -2.7% -0.7% to +3.2%: 90 occurrences (18.5%) +3.2% to +7.1%: 64 occurrences (13.1%) +7.1% to +11.1%: 35 occurrences (7.2%) 9.1% +11.1% to +15.0%: 31 occurrences (6.4%) +15.0% to +18.9%: 21 occurrences (4.3%) +18.9% to +22.8%: 10 occurrences (2.1%) 20.9% +22.8% to +26.8%: 3 occurrences (0.6%) +26.8% to +30.7%: 2 occurrences (0.4%) +30.7% to +34.6%: 2 occurrences (0.4%) 32.7%
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) 56.9% 28.5% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.4% Adjusts normal bell curve for real-world skewness (0.02) and kurtosis (3.27).
Standard Normal (Black-Scholes / GBM) 79.0% 39.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.1% 23.9% Filters for historical windows that started with volatility similar to current 20-day HV (309 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.8%
  • Recent 20-Day HV: 74.8%
  • Parkinson Intraday Volatility: 72.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +12.9%
  • Bottom 10% Move (10th percentile): -13.3%
  • Max Historical Gain (14d): +34.6%
  • Max Historical Loss (14d): -28.2%