Finance

INDP Move Probability $3.13 +0.17 (+5.7%)

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)
57.5%
Stock touched +5.0% ($3.29) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±83.5%
$0.52 — $5.74

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%.

-95.5% to +67.3%: 469 occurrences (92.3%) -14.1% +67.3% to +230.1%: 31 occurrences (6.1%) +230.1% to +392.9%: 7 occurrences (1.4%) +392.9% to +555.6%: 0 occurrences (0.0%) 474.3% +555.6% to +718.4%: 0 occurrences (0.0%) +718.4% to +881.2%: 0 occurrences (0.0%) +881.2% to +1044.0%: 0 occurrences (0.0%) 962.6% +1044.0% to +1206.8%: 0 occurrences (0.0%) +1206.8% to +1369.5%: 0 occurrences (0.0%) +1369.5% to +1532.3%: 0 occurrences (0.0%) 1450.9% +1532.3% to +1695.1%: 0 occurrences (0.0%) +1695.1% to +1857.9%: 0 occurrences (0.0%) +1857.9% to +2020.7%: 0 occurrences (0.0%) 1939.3% +2020.7% to +2183.4%: 0 occurrences (0.0%) +2183.4% to +2346.2%: 0 occurrences (0.0%) +2346.2% to +2509.0%: 1 occurrences (0.2%) 2427.6%
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) 57.5% 29.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.0% Adjusts normal bell curve for real-world skewness (-0.91) and kurtosis (167.88).
Standard Normal (Black-Scholes / GBM) 95.3% 47.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.5% 37.0% Filters for historical windows that started with volatility similar to current 20-day HV (230 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 354.2%
  • Recent 20-Day HV: 173.9%
  • Parkinson Intraday Volatility: 108.5%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.6%
  • Top 10% Move (90th percentile): +45.7%
  • Bottom 10% Move (10th percentile): -40.1%
  • Max Historical Gain (14d): +2509.0%
  • Max Historical Loss (14d): -95.5%