Finance

MNTK Move Probability $2.12 +0.08 (+3.9%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
76.4%
Stock touched +5.0% ($2.23) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.24x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.2%
$1.71 — $2.53

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%.

-50.2% to -44.1%: 4 occurrences (0.8%) -47.2% -44.1% to -38.0%: 4 occurrences (0.8%) -38.0% to -31.8%: 2 occurrences (0.4%) -31.8% to -25.7%: 21 occurrences (4.1%) -28.8% -25.7% to -19.6%: 27 occurrences (5.3%) -19.6% to -13.4%: 40 occurrences (7.9%) -13.4% to -7.3%: 72 occurrences (14.2%) -10.4% -7.3% to -1.2%: 66 occurrences (13.0%) -1.2% to +4.9%: 98 occurrences (19.3%) +4.9% to +11.1%: 70 occurrences (13.8%) 8.0% +11.1% to +17.2%: 45 occurrences (8.9%) +17.2% to +23.3%: 33 occurrences (6.5%) +23.3% to +29.5%: 17 occurrences (3.3%) 26.4% +29.5% to +35.6%: 6 occurrences (1.2%) +35.6% to +41.7%: 2 occurrences (0.4%) +41.7% to +47.9%: 1 occurrences (0.2%) 44.8%
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) 76.4% 34.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.8% Adjusts normal bell curve for real-world skewness (0.05) and kurtosis (3.24).
Standard Normal (Black-Scholes / GBM) 79.9% 39.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.5% 27.1% Filters for historical windows that started with volatility similar to current 20-day HV (247 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 81.3%
  • Recent 20-Day HV: 114.3%
  • Parkinson Intraday Volatility: 64.7%
  • Vol Trend: Expanded (+41% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +18.6%
  • Bottom 10% Move (10th percentile): -20.8%
  • Max Historical Gain (14d): +47.9%
  • Max Historical Loss (14d): -50.2%