Finance

INTC Move Probability $61.27 -4.51 (-6.9%)

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)
75.0%
Stock touched +5.0% ($64.33) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
42.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.1%
$50.78 — $71.76

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-40.4% to -32.0%: 2 occurrences (0.4%) -36.2% -32.0% to -23.5%: 13 occurrences (2.6%) -23.5% to -15.0%: 46 occurrences (9.1%) -15.0% to -6.5%: 76 occurrences (15.0%) -10.8% -6.5% to +2.0%: 112 occurrences (22.0%) +2.0% to +10.4%: 97 occurrences (19.1%) +10.4% to +18.9%: 73 occurrences (14.4%) 14.7% +18.9% to +27.4%: 31 occurrences (6.1%) +27.4% to +35.9%: 20 occurrences (3.9%) +35.9% to +44.4%: 11 occurrences (2.2%) 40.1% +44.4% to +52.9%: 12 occurrences (2.4%) +52.9% to +61.3%: 8 occurrences (1.6%) +61.3% to +69.8%: 3 occurrences (0.6%) 65.6% +69.8% to +78.3%: 0 occurrences (0.0%) +78.3% to +86.8%: 2 occurrences (0.4%) +86.8% to +95.3%: 2 occurrences (0.4%) 91.0%
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) 75.0% 42.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.3% Adjusts normal bell curve for real-world skewness (-0.19) and kurtosis (7.56).
Standard Normal (Black-Scholes / GBM) 77.6% 38.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.9% 35.7% Filters for historical windows that started with volatility similar to current 20-day HV (126 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 72.6%
  • Recent 20-Day HV: 127.6%
  • Parkinson Intraday Volatility: 50.8%
  • Vol Trend: Expanded (+76% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.6%
  • Top 10% Move (90th percentile): +29.0%
  • Bottom 10% Move (10th percentile): -16.3%
  • Max Historical Gain (14d): +95.3%
  • Max Historical Loss (14d): -40.4%