Finance

INTW Move Probability $6.32 -1.28 (-16.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to INTW Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
84.0%
Stock touched +5.0% ($6.64) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
53.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.58x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±55.8%
$2.79 — $9.85

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 418 historical windows (2025-02-13 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-72.1% to -1.5%: 157 occurrences (37.6%) -36.8% -1.5% to +69.2%: 194 occurrences (46.4%) +69.2% to +139.8%: 30 occurrences (7.2%) +139.8% to +210.4%: 8 occurrences (1.9%) 175.1% +210.4% to +281.0%: 13 occurrences (3.1%) +281.0% to +351.6%: 2 occurrences (0.5%) +351.6% to +422.2%: 0 occurrences (0.0%) 386.9% +422.2% to +492.8%: 0 occurrences (0.0%) +492.8% to +563.4%: 0 occurrences (0.0%) +563.4% to +634.1%: 2 occurrences (0.5%) 598.8% +634.1% to +704.7%: 3 occurrences (0.7%) +704.7% to +775.3%: 4 occurrences (1.0%) +775.3% to +845.9%: 1 occurrences (0.2%) 810.6% +845.9% to +916.5%: 1 occurrences (0.2%) +916.5% to +987.1%: 2 occurrences (0.5%) +987.1% to +1057.7%: 1 occurrences (0.2%) 1022.4%
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) 84.0% 53.1% Model-free reality across 418 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.1% Adjusts normal bell curve for real-world skewness (7.48) and kurtosis (111.83).
Standard Normal (Black-Scholes / GBM) 93.0% 46.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.8% 24.2% Filters for historical windows that started with volatility similar to current 20-day HV (33 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 236.9%
  • Recent 20-Day HV: 312.7%
  • Parkinson Intraday Volatility: 91.3%
  • Vol Trend: Expanded (+32% vs baseline)

14-Day Return Quantiles

  • Median Return: +6.8%
  • Top 10% Move (90th percentile): +117.3%
  • Bottom 10% Move (10th percentile): -32.3%
  • Max Historical Gain (14d): +1057.7%
  • Max Historical Loss (14d): -72.1%