Finance

INTT Move Probability $12.92 -1.00 (-7.2%)

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)
69.4%
Stock touched +5.0% ($13.57) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
38.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.1%
$11.09 — $14.75

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-25.4% to -20.9%: 15 occurrences (2.9%) -23.2% -20.9% to -16.4%: 16 occurrences (3.1%) -16.4% to -11.8%: 21 occurrences (4.1%) -11.8% to -7.3%: 42 occurrences (8.3%) -9.6% -7.3% to -2.8%: 67 occurrences (13.2%) -2.8% to +1.8%: 81 occurrences (15.9%) +1.8% to +6.3%: 98 occurrences (19.3%) 4.0% +6.3% to +10.8%: 61 occurrences (12.0%) +10.8% to +15.4%: 46 occurrences (9.0%) +15.4% to +19.9%: 29 occurrences (5.7%) 17.7% +19.9% to +24.5%: 11 occurrences (2.2%) +24.5% to +29.0%: 8 occurrences (1.6%) +29.0% to +33.5%: 3 occurrences (0.6%) 31.3% +33.5% to +38.1%: 3 occurrences (0.6%) +38.1% to +42.6%: 4 occurrences (0.8%) +42.6% to +47.1%: 4 occurrences (0.8%) 44.9%
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) 69.4% 38.7% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.4% Adjusts normal bell curve for real-world skewness (0.16) and kurtosis (2.78).
Standard Normal (Black-Scholes / GBM) 73.0% 36.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.4% 24.8% Filters for historical windows that started with volatility similar to current 20-day HV (141 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.0%
  • Recent 20-Day HV: 94.0%
  • Parkinson Intraday Volatility: 36.5%
  • Vol Trend: Expanded (+57% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.4%
  • Top 10% Move (90th percentile): +16.8%
  • Bottom 10% Move (10th percentile): -11.9%
  • Max Historical Gain (14d): +47.1%
  • Max Historical Loss (14d): -25.4%