Finance

INTC Move Probability $61.92 -3.86 (-5.9%)

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)
74.2%
Stock touched +3.5% ($64.09) at least once during 10 trading days.
Median first touch: Day 2 of 10
Expiration Close Probability
42.8%
Stock closed at or beyond +3.5% at the end of the 10-day window.
The Touch Multiple
1.74x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.5%
$52.98 — $70.87

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 512 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +3.5%.

-32.6% to -26.0%: 3 occurrences (0.6%) -29.3% -26.0% to -19.4%: 13 occurrences (2.5%) -19.4% to -12.8%: 39 occurrences (7.6%) -12.8% to -6.2%: 84 occurrences (16.4%) -9.5% -6.2% to +0.5%: 103 occurrences (20.1%) +0.5% to +7.1%: 98 occurrences (19.1%) +7.1% to +13.7%: 64 occurrences (12.5%) 10.4% +13.7% to +20.3%: 36 occurrences (7.0%) +20.3% to +26.9%: 29 occurrences (5.7%) +26.9% to +33.5%: 19 occurrences (3.7%) 30.2% +33.5% to +40.1%: 6 occurrences (1.2%) +40.1% to +46.8%: 9 occurrences (1.8%) +46.8% to +53.4%: 5 occurrences (1.0%) 50.1% +53.4% to +60.0%: 1 occurrences (0.2%) +60.0% to +66.6%: 2 occurrences (0.4%) +66.6% to +73.2%: 1 occurrences (0.2%) 69.9%
Historical returns Target move zone (+3.5%+) 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) 74.2% 42.8% Model-free reality across 512 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.4% Adjusts normal bell curve for real-world skewness (-0.19) and kurtosis (7.59).
Standard Normal (Black-Scholes / GBM) 81.2% 40.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.9% 40.5% 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: 127.2%
  • Parkinson Intraday Volatility: 50.8%
  • Vol Trend: Expanded (+75% vs baseline)

10-Day Return Quantiles

  • Median Return: +1.1%
  • Top 10% Move (90th percentile): +24.3%
  • Bottom 10% Move (10th percentile): -13.1%
  • Max Historical Gain (10d): +73.2%
  • Max Historical Loss (10d): -32.6%