Finance

INO Move Probability $0.80 -0.21 (-20.9%)

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)
74.0%
Stock touched +5.0% ($0.84) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.34x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.8%
$0.62 — $0.99

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%.

-58.0% to -48.4%: 11 occurrences (2.2%) -53.2% -48.4% to -38.8%: 12 occurrences (2.4%) -38.8% to -29.2%: 28 occurrences (5.5%) -29.2% to -19.5%: 38 occurrences (7.5%) -24.4% -19.5% to -9.9%: 73 occurrences (14.4%) -9.9% to -0.3%: 107 occurrences (21.1%) -0.3% to +9.3%: 129 occurrences (25.4%) 4.5% +9.3% to +18.9%: 56 occurrences (11.0%) +18.9% to +28.5%: 23 occurrences (4.5%) +28.5% to +38.2%: 9 occurrences (1.8%) 33.4% +38.2% to +47.8%: 3 occurrences (0.6%) +47.8% to +57.4%: 3 occurrences (0.6%) +57.4% to +67.0%: 3 occurrences (0.6%) 62.2% +67.0% to +76.6%: 7 occurrences (1.4%) +76.6% to +86.3%: 1 occurrences (0.2%) +86.3% to +95.9%: 5 occurrences (1.0%) 91.1%
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) 74.0% 31.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 49.2% Adjusts normal bell curve for real-world skewness (-3.29) and kurtosis (24.58).
Standard Normal (Black-Scholes / GBM) 83.1% 41.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.4% 29.1% Filters for historical windows that started with volatility similar to current 20-day HV (127 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 96.9%
  • Recent 20-Day HV: 108.4%
  • Parkinson Intraday Volatility: 65.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.7%
  • Top 10% Move (90th percentile): +19.7%
  • Bottom 10% Move (10th percentile): -29.1%
  • Max Historical Gain (14d): +95.9%
  • Max Historical Loss (14d): -58.0%