Finance

PLRX Move Probability $0.89 -0.02 (-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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Touch Probability (First Passage)
65.7%
Stock touched +5.0% ($0.93) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
25.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.55x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.1%
$0.65 — $1.13

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%.

-76.1% to -68.9%: 13 occurrences (2.6%) -72.5% -68.9% to -61.6%: 0 occurrences (0.0%) -61.6% to -54.4%: 2 occurrences (0.4%) -54.4% to -47.2%: 9 occurrences (1.8%) -50.8% -47.2% to -39.9%: 4 occurrences (0.8%) -39.9% to -32.7%: 0 occurrences (0.0%) -32.7% to -25.5%: 4 occurrences (0.8%) -29.1% -25.5% to -18.2%: 26 occurrences (5.1%) -18.2% to -11.0%: 62 occurrences (12.2%) -11.0% to -3.7%: 120 occurrences (23.6%) -7.4% -3.7% to +3.5%: 119 occurrences (23.4%) +3.5% to +10.7%: 77 occurrences (15.2%) +10.7% to +18.0%: 34 occurrences (6.7%) 14.4% +18.0% to +25.2%: 20 occurrences (3.9%) +25.2% to +32.4%: 11 occurrences (2.2%) +32.4% to +39.7%: 7 occurrences (1.4%) 36.1%
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) 65.7% 25.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 71.2% Adjusts normal bell curve for real-world skewness (-8.24) and kurtosis (101.61).
Standard Normal (Black-Scholes / GBM) 85.7% 42.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.9% 24.6% Filters for historical windows that started with volatility similar to current 20-day HV (317 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 114.8%
  • Recent 20-Day HV: 54.0%
  • Parkinson Intraday Volatility: 71.2%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.7%
  • Top 10% Move (90th percentile): +14.7%
  • Bottom 10% Move (10th percentile): -19.0%
  • Max Historical Gain (14d): +39.7%
  • Max Historical Loss (14d): -76.1%