Finance

INTG Move Probability $32.01 -0.29 (-0.9%)

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)
39.2%
Stock touched +5.0% ($33.61) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
30.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.28x
You are 1.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.7%
$26.02 — $38.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-34.8% to -25.3%: 7 occurrences (1.4%) -30.0% -25.3% to -15.8%: 65 occurrences (12.8%) -15.8% to -6.4%: 61 occurrences (12.0%) -6.4% to +3.1%: 195 occurrences (38.4%) -1.7% +3.1% to +12.5%: 86 occurrences (16.9%) +12.5% to +22.0%: 36 occurrences (7.1%) +22.0% to +31.4%: 21 occurrences (4.1%) 26.7% +31.4% to +40.9%: 6 occurrences (1.2%) +40.9% to +50.4%: 7 occurrences (1.4%) +50.4% to +59.8%: 9 occurrences (1.8%) 55.1% +59.8% to +69.3%: 1 occurrences (0.2%) +69.3% to +78.7%: 4 occurrences (0.8%) +78.7% to +88.2%: 1 occurrences (0.2%) 83.4% +88.2% to +97.6%: 1 occurrences (0.2%) +97.6% to +107.1%: 0 occurrences (0.0%) +107.1% to +116.5%: 8 occurrences (1.6%) 111.8%
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) 39.2% 30.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.3% Adjusts normal bell curve for real-world skewness (0.98) and kurtosis (36.14).
Standard Normal (Black-Scholes / GBM) 79.4% 39.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.2% 34.0% Filters for historical windows that started with volatility similar to current 20-day HV (212 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.4%
  • Recent 20-Day HV: 61.4%
  • Parkinson Intraday Volatility: 19.6%
  • Vol Trend: Compressed (-23% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +26.7%
  • Bottom 10% Move (10th percentile): -17.0%
  • Max Historical Gain (14d): +116.5%
  • Max Historical Loss (14d): -34.8%