Finance

PLNT Move Probability $51.69 -1.26 (-2.4%)

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)
38.8%
Stock touched +5.0% ($54.27) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
18.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.07x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.3%
$46.35 — $57.03

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%.

-39.5% to -35.2%: 2 occurrences (0.4%) -37.4% -35.2% to -30.9%: 1 occurrences (0.2%) -30.9% to -26.5%: 2 occurrences (0.4%) -26.5% to -22.2%: 3 occurrences (0.6%) -24.4% -22.2% to -17.9%: 10 occurrences (2.0%) -17.9% to -13.5%: 19 occurrences (3.7%) -13.5% to -9.2%: 40 occurrences (7.9%) -11.4% -9.2% to -4.9%: 71 occurrences (14.0%) -4.9% to -0.6%: 123 occurrences (24.2%) -0.6% to +3.8%: 112 occurrences (22.0%) 1.6% +3.8% to +8.1%: 67 occurrences (13.2%) +8.1% to +12.4%: 29 occurrences (5.7%) +12.4% to +16.8%: 7 occurrences (1.4%) 14.6% +16.8% to +21.1%: 11 occurrences (2.2%) +21.1% to +25.4%: 6 occurrences (1.2%) +25.4% to +29.8%: 5 occurrences (1.0%) 27.6%
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) 38.8% 18.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.9% Adjusts normal bell curve for real-world skewness (-4.65) and kurtosis (63.99).
Standard Normal (Black-Scholes / GBM) 63.7% 31.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 51.5% 23.5% Filters for historical windows that started with volatility similar to current 20-day HV (200 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.9%
  • Recent 20-Day HV: 48.6%
  • Parkinson Intraday Volatility: 30.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +8.8%
  • Bottom 10% Move (10th percentile): -11.2%
  • Max Historical Gain (14d): +29.8%
  • Max Historical Loss (14d): -39.5%