Finance

INOD Move Probability $60.50 +5.48 (+10.0%)

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)
31.5%
Stock touched +5.0% ($63.53) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
17.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.76x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$56.40 — $64.60

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%.

-18.2% to -11.7%: 12 occurrences (2.3%) -14.9% -11.7% to -5.2%: 57 occurrences (10.9%) -5.2% to +1.3%: 256 occurrences (49.1%) +1.3% to +7.8%: 144 occurrences (27.6%) 4.6% +7.8% to +14.3%: 44 occurrences (8.4%) +14.3% to +20.8%: 5 occurrences (1.0%) +20.8% to +27.3%: 1 occurrences (0.2%) 24.0% +27.3% to +33.8%: 0 occurrences (0.0%) +33.8% to +40.3%: 0 occurrences (0.0%) +40.3% to +46.8%: 0 occurrences (0.0%) 43.5% +46.8% to +53.3%: 0 occurrences (0.0%) +53.3% to +59.8%: 0 occurrences (0.0%) +59.8% to +66.3%: 0 occurrences (0.0%) 63.0% +66.3% to +72.8%: 0 occurrences (0.0%) +72.8% to +79.3%: 1 occurrences (0.2%) +79.3% to +85.8%: 1 occurrences (0.2%) 82.5%
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) 31.5% 17.9% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.1% Adjusts normal bell curve for real-world skewness (2.41) and kurtosis (21.12).
Standard Normal (Black-Scholes / GBM) 47.2% 23.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 28.5% 17.5% Filters for historical windows that started with volatility similar to current 20-day HV (326 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 107.7%
  • Recent 20-Day HV: 77.3%
  • Parkinson Intraday Volatility: 76.6%
  • Vol Trend: Compressed (-28% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.0%
  • Top 10% Move (90th percentile): +7.6%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (1d): +85.8%
  • Max Historical Loss (1d): -18.2%