Finance

PLMK Move Probability $10.63 +0.00 (+0.0%)

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 PLMK Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
3.3%
Stock touched +5.0% ($11.16) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.35x
You are 3.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±1.0%
$10.52 — $10.74

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 418 historical windows (2025-01-31 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-4.4% to -3.9%: 2 occurrences (0.5%) -4.2% -3.9% to -3.4%: 0 occurrences (0.0%) -3.4% to -2.8%: 0 occurrences (0.0%) -2.8% to -2.3%: 0 occurrences (0.0%) -2.6% -2.3% to -1.8%: 0 occurrences (0.0%) -1.8% to -1.2%: 11 occurrences (2.6%) -1.2% to -0.7%: 2 occurrences (0.5%) -1.0% -0.7% to -0.2%: 43 occurrences (10.3%) -0.2% to +0.4%: 208 occurrences (49.8%) +0.4% to +0.9%: 100 occurrences (23.9%) 0.6% +0.9% to +1.4%: 36 occurrences (8.6%) +1.4% to +2.0%: 14 occurrences (3.3%) +2.0% to +2.5%: 0 occurrences (0.0%) 2.2% +2.5% to +3.0%: 0 occurrences (0.0%) +3.0% to +3.6%: 0 occurrences (0.0%) +3.6% to +4.1%: 2 occurrences (0.5%) 3.8%
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) 3.3% 0.0% Model-free reality across 418 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (2.49) and kurtosis (105.13).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.6% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (154 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 4.4%
  • Recent 20-Day HV: 2.0%
  • Parkinson Intraday Volatility: 1.4%
  • Vol Trend: Compressed (-54% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +1.1%
  • Bottom 10% Move (10th percentile): -0.3%
  • Max Historical Gain (14d): +4.1%
  • Max Historical Loss (14d): -4.4%