Finance

NSPR Move Probability $0.44 -0.01 (-2.2%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
52.2%
Stock touched +5.0% ($0.46) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
17.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.98x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.5%
$0.38 — $0.50

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%.

-40.5% to -35.2%: 3 occurrences (0.6%) -37.9% -35.2% to -30.0%: 6 occurrences (1.2%) -30.0% to -24.7%: 20 occurrences (3.9%) -24.7% to -19.5%: 17 occurrences (3.3%) -22.1% -19.5% to -14.2%: 43 occurrences (8.5%) -14.2% to -8.9%: 60 occurrences (11.8%) -8.9% to -3.7%: 101 occurrences (19.9%) -6.3% -3.7% to +1.6%: 131 occurrences (25.8%) +1.6% to +6.8%: 48 occurrences (9.4%) +6.8% to +12.1%: 30 occurrences (5.9%) 9.5% +12.1% to +17.4%: 15 occurrences (3.0%) +17.4% to +22.6%: 16 occurrences (3.1%) +22.6% to +27.9%: 12 occurrences (2.4%) 25.2% +27.9% to +33.1%: 1 occurrences (0.2%) +33.1% to +38.4%: 2 occurrences (0.4%) +38.4% to +43.7%: 3 occurrences (0.6%) 41.0%
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) 52.2% 17.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.5% Adjusts normal bell curve for real-world skewness (0.14) and kurtosis (3.82).
Standard Normal (Black-Scholes / GBM) 73.7% 36.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.0% 16.7% Filters for historical windows that started with volatility similar to current 20-day HV (156 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 61.6%
  • Recent 20-Day HV: 99.7%
  • Parkinson Intraday Volatility: 36.2%
  • Vol Trend: Expanded (+62% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.6%
  • Top 10% Move (90th percentile): +11.6%
  • Bottom 10% Move (10th percentile): -17.9%
  • Max Historical Gain (14d): +43.7%
  • Max Historical Loss (14d): -40.5%