Finance

INMD Move Probability $14.03 -0.12 (-0.8%)

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)
41.3%
Stock touched +5.0% ($14.73) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
18.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.21x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.4%
$12.85 — $15.21

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%.

-24.3% to -21.5%: 3 occurrences (0.6%) -22.9% -21.5% to -18.7%: 0 occurrences (0.0%) -18.7% to -15.9%: 5 occurrences (1.0%) -15.9% to -13.1%: 7 occurrences (1.4%) -14.5% -13.1% to -10.2%: 9 occurrences (1.8%) -10.2% to -7.4%: 24 occurrences (4.7%) -7.4% to -4.6%: 52 occurrences (10.2%) -6.0% -4.6% to -1.8%: 98 occurrences (19.3%) -1.8% to +1.0%: 111 occurrences (21.9%) +1.0% to +3.9%: 84 occurrences (16.5%) 2.4% +3.9% to +6.7%: 39 occurrences (7.7%) +6.7% to +9.5%: 44 occurrences (8.7%) +9.5% to +12.3%: 16 occurrences (3.1%) 10.9% +12.3% to +15.1%: 10 occurrences (2.0%) +15.1% to +18.0%: 3 occurrences (0.6%) +18.0% to +20.8%: 3 occurrences (0.6%) 19.4%
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) 41.3% 18.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.0% Adjusts normal bell curve for real-world skewness (-0.46) and kurtosis (5.67).
Standard Normal (Black-Scholes / GBM) 56.2% 28.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (26 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 35.7%
  • Recent 20-Day HV: 9.6%
  • Parkinson Intraday Volatility: 27.1%
  • Vol Trend: Compressed (-73% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.3%
  • Top 10% Move (90th percentile): +8.2%
  • Bottom 10% Move (10th percentile): -7.2%
  • Max Historical Gain (14d): +20.8%
  • Max Historical Loss (14d): -24.3%