Finance

PLTD Move Probability $5.45 -0.21 (-3.6%)

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)
62.2%
Stock touched +5.0% ($5.72) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
24.4%
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%)
±15.9%
$4.58 — $6.32

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 463 historical windows (2024-12-12 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-43.6% to -37.5%: 9 occurrences (1.9%) -40.6% -37.5% to -31.4%: 15 occurrences (3.2%) -31.4% to -25.3%: 6 occurrences (1.3%) -25.3% to -19.2%: 14 occurrences (3.0%) -22.2% -19.2% to -13.1%: 45 occurrences (9.7%) -13.1% to -7.0%: 93 occurrences (20.1%) -7.0% to -0.9%: 89 occurrences (19.2%) -3.9% -0.9% to +5.2%: 80 occurrences (17.3%) +5.2% to +11.4%: 48 occurrences (10.4%) +11.4% to +17.5%: 30 occurrences (6.5%) 14.4% +17.5% to +23.6%: 16 occurrences (3.5%) +23.6% to +29.7%: 8 occurrences (1.7%) +29.7% to +35.8%: 6 occurrences (1.3%) 32.7% +35.8% to +41.9%: 3 occurrences (0.6%) +41.9% to +48.0%: 0 occurrences (0.0%) +48.0% to +54.1%: 1 occurrences (0.2%) 51.1%
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) 62.2% 24.4% Model-free reality across 463 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.7% Adjusts normal bell curve for real-world skewness (-1.75) and kurtosis (12.85).
Standard Normal (Black-Scholes / GBM) 75.9% 37.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.3% 23.5% Filters for historical windows that started with volatility similar to current 20-day HV (315 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 67.5%
  • Recent 20-Day HV: 57.4%
  • Parkinson Intraday Volatility: 44.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.8%
  • Top 10% Move (90th percentile): +15.2%
  • Bottom 10% Move (10th percentile): -18.6%
  • Max Historical Gain (14d): +54.1%
  • Max Historical Loss (14d): -43.6%