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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
23.0%
Stock touched +5.0% ($0.84) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
10.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.11x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.1%
$0.75 — $0.85

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-38.0% to -34.3%: 4 occurrences (0.8%) -36.2% -34.3% to -30.7%: 0 occurrences (0.0%) -30.7% to -27.0%: 0 occurrences (0.0%) -27.0% to -23.3%: 1 occurrences (0.2%) -25.1% -23.3% to -19.6%: 1 occurrences (0.2%) -19.6% to -15.9%: 0 occurrences (0.0%) -15.9% to -12.2%: 0 occurrences (0.0%) -14.1% -12.2% to -8.5%: 9 occurrences (1.7%) -8.5% to -4.9%: 44 occurrences (8.4%) -4.9% to -1.2%: 144 occurrences (27.6%) -3.0% -1.2% to +2.5%: 193 occurrences (37.0%) +2.5% to +6.2%: 87 occurrences (16.7%) +6.2% to +9.9%: 25 occurrences (4.8%) 8.0% +9.9% to +13.6%: 7 occurrences (1.3%) +13.6% to +17.3%: 2 occurrences (0.4%) +17.3% to +20.9%: 4 occurrences (0.8%) 19.1%
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) 23.0% 10.9% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.1% Adjusts normal bell curve for real-world skewness (-3.29) and kurtosis (24.58).
Standard Normal (Black-Scholes / GBM) 42.4% 21.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 21.8% 10.5% Filters for historical windows that started with volatility similar to current 20-day HV (133 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

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +5.1%
  • Bottom 10% Move (10th percentile): -5.3%
  • Max Historical Gain (1d): +20.9%
  • Max Historical Loss (1d): -38.0%