Finance

MNDY Move Probability $100.29 -0.50 (-0.5%)

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)
64.0%
Stock touched +5.0% ($105.30) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.8%
$84.42 — $116.16

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%.

-44.4% to -39.7%: 6 occurrences (1.2%) -42.1% -39.7% to -34.9%: 9 occurrences (1.8%) -34.9% to -30.1%: 5 occurrences (1.0%) -30.1% to -25.3%: 12 occurrences (2.4%) -27.7% -25.3% to -20.5%: 18 occurrences (3.5%) -20.5% to -15.8%: 27 occurrences (5.3%) -15.8% to -11.0%: 50 occurrences (9.8%) -13.4% -11.0% to -6.2%: 50 occurrences (9.8%) -6.2% to -1.4%: 60 occurrences (11.8%) -1.4% to +3.4%: 73 occurrences (14.4%) 1.0% +3.4% to +8.1%: 88 occurrences (17.3%) +8.1% to +12.9%: 45 occurrences (8.9%) +12.9% to +17.7%: 32 occurrences (6.3%) 15.3% +17.7% to +22.5%: 15 occurrences (3.0%) +22.5% to +27.3%: 11 occurrences (2.2%) +27.3% to +32.0%: 7 occurrences (1.4%) 29.6%
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) 64.0% 32.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.9% Adjusts normal bell curve for real-world skewness (-1.11) and kurtosis (12.53).
Standard Normal (Black-Scholes / GBM) 75.8% 37.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.7% 38.1% 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: 67.1%
  • Recent 20-Day HV: 63.4%
  • Parkinson Intraday Volatility: 45.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +15.0%
  • Bottom 10% Move (10th percentile): -20.0%
  • Max Historical Gain (14d): +32.0%
  • Max Historical Loss (14d): -44.4%