Finance

INFY Move Probability $11.52 +0.69 (+6.4%)

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)
40.7%
Stock touched +5.0% ($12.09) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
15.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.65x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.0%
$10.60 — $12.43

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-24.3% to -21.8%: 2 occurrences (0.4%) -23.1% -21.8% to -19.3%: 2 occurrences (0.4%) -19.3% to -16.7%: 4 occurrences (0.8%) -16.7% to -14.2%: 6 occurrences (1.2%) -15.4% -14.2% to -11.6%: 25 occurrences (4.9%) -11.6% to -9.1%: 40 occurrences (7.9%) -9.1% to -6.6%: 37 occurrences (7.3%) -7.8% -6.6% to -4.0%: 59 occurrences (11.6%) -4.0% to -1.5%: 66 occurrences (13.0%) -1.5% to +1.0%: 80 occurrences (15.7%) -0.2% +1.0% to +3.6%: 79 occurrences (15.6%) +3.6% to +6.1%: 55 occurrences (10.8%) +6.1% to +8.6%: 32 occurrences (6.3%) 7.4% +8.6% to +11.2%: 12 occurrences (2.4%) +11.2% to +13.7%: 5 occurrences (1.0%) +13.7% to +16.2%: 4 occurrences (0.8%) 15.0%
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) 40.7% 15.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.5% Adjusts normal bell curve for real-world skewness (-0.07) and kurtosis (3.28).
Standard Normal (Black-Scholes / GBM) 54.1% 27.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 47.0% 13.3% Filters for historical windows that started with volatility similar to current 20-day HV (270 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 33.8%
  • Recent 20-Day HV: 38.0%
  • Parkinson Intraday Volatility: 29.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +6.2%
  • Bottom 10% Move (10th percentile): -10.6%
  • Max Historical Gain (14d): +16.2%
  • Max Historical Loss (14d): -24.3%