Finance

INFQ Move Probability $8.88 +1.45 (+19.5%)

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)
56.3%
Stock touched +5.0% ($9.32) at least once during 4 trading days.
Median first touch: Day 1 of 4
Expiration Close Probability
26.0%
Stock closed at or beyond +5.0% at the end of the 4-day window.
The Touch Multiple
2.16x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.7%
$7.76 — $10.00

Historical 4-Day Return Distribution

Frequency of rolling 4-day percentage returns over 334 historical windows (2025-07-08 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-25.5% to -20.7%: 4 occurrences (1.2%) -23.1% -20.7% to -15.9%: 25 occurrences (7.5%) -15.9% to -11.1%: 33 occurrences (9.9%) -11.1% to -6.3%: 35 occurrences (10.5%) -8.7% -6.3% to -1.5%: 42 occurrences (12.6%) -1.5% to +3.3%: 92 occurrences (27.5%) +3.3% to +8.1%: 31 occurrences (9.3%) 5.7% +8.1% to +12.9%: 23 occurrences (6.9%) +12.9% to +17.7%: 18 occurrences (5.4%) +17.7% to +22.5%: 9 occurrences (2.7%) 20.1% +22.5% to +27.3%: 8 occurrences (2.4%) +27.3% to +32.1%: 3 occurrences (0.9%) +32.1% to +36.9%: 2 occurrences (0.6%) 34.5% +36.9% to +41.7%: 4 occurrences (1.2%) +41.7% to +46.5%: 3 occurrences (0.9%) +46.5% to +51.3%: 2 occurrences (0.6%) 48.9%
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) 56.3% 26.0% Model-free reality across 334 historical 4-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.0% Adjusts normal bell curve for real-world skewness (0.36) and kurtosis (0.83).
Standard Normal (Black-Scholes / GBM) 70.0% 35.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.4% 27.4% Filters for historical windows that started with volatility similar to current 20-day HV (208 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 100.4%
  • Recent 20-Day HV: 122.9%
  • Parkinson Intraday Volatility: 85.9%
  • Vol Trend: Expanded (+22% vs baseline)

4-Day Return Quantiles

  • Median Return: -0.0%
  • Top 10% Move (90th percentile): +15.4%
  • Bottom 10% Move (10th percentile): -14.3%
  • Max Historical Gain (4d): +51.3%
  • Max Historical Loss (4d): -25.5%