Finance

INTC Move Probability $101.02 +3.90 (+4.0%)

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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Touch Probability (First Passage)
76.5%
Stock touched +5.0% ($106.07) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
43.4%
Stock closed at or beyond +5.0% at the end of the 14-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%)
±16.0%
$84.82 — $117.22

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-27.3% to -19.7%: 16 occurrences (3.2%) -23.5% -19.7% to -12.0%: 50 occurrences (9.9%) -12.0% to -4.3%: 77 occurrences (15.2%) -4.3% to +3.3%: 114 occurrences (22.5%) -0.5% +3.3% to +11.0%: 98 occurrences (19.3%) +11.0% to +18.6%: 62 occurrences (12.2%) +18.6% to +26.3%: 32 occurrences (6.3%) 22.5% +26.3% to +34.0%: 21 occurrences (4.1%) +34.0% to +41.6%: 8 occurrences (1.6%) +41.6% to +49.3%: 10 occurrences (2.0%) 45.5% +49.3% to +57.0%: 8 occurrences (1.6%) +57.0% to +64.6%: 5 occurrences (1.0%) +64.6% to +72.3%: 2 occurrences (0.4%) 68.4% +72.3% to +79.9%: 0 occurrences (0.0%) +79.9% to +87.6%: 2 occurrences (0.4%) +87.6% to +95.3%: 2 occurrences (0.4%) 91.4%
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) 76.5% 43.4% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.9% Adjusts normal bell curve for real-world skewness (0.63) and kurtosis (3.11).
Standard Normal (Black-Scholes / GBM) 76.1% 38.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.8% 41.5% Filters for historical windows that started with volatility similar to current 20-day HV (294 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.1%
  • Recent 20-Day HV: 57.5%
  • Parkinson Intraday Volatility: 50.7%
  • Vol Trend: Compressed (-16% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.9%
  • Top 10% Move (90th percentile): +28.0%
  • Bottom 10% Move (10th percentile): -14.2%
  • Max Historical Gain (14d): +95.3%
  • Max Historical Loss (14d): -27.3%