Finance

PLTK Move Probability $2.06 -0.02 (-1.0%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
55.5%
Stock touched +5.0% ($2.16) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
26.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.10x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.9%
$1.79 — $2.32

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%.

-44.4% to -39.5%: 6 occurrences (1.2%) -42.0% -39.5% to -34.6%: 2 occurrences (0.4%) -34.6% to -29.6%: 16 occurrences (3.1%) -29.6% to -24.7%: 3 occurrences (0.6%) -27.2% -24.7% to -19.8%: 15 occurrences (3.0%) -19.8% to -14.8%: 26 occurrences (5.1%) -14.8% to -9.9%: 34 occurrences (6.7%) -12.4% -9.9% to -5.0%: 68 occurrences (13.4%) -5.0% to -0.0%: 115 occurrences (22.6%) -0.0% to +4.9%: 88 occurrences (17.3%) 2.4% +4.9% to +9.8%: 82 occurrences (16.1%) +9.8% to +14.8%: 25 occurrences (4.9%) +14.8% to +19.7%: 14 occurrences (2.8%) 17.2% +19.7% to +24.6%: 9 occurrences (1.8%) +24.6% to +29.6%: 3 occurrences (0.6%) +29.6% to +34.5%: 2 occurrences (0.4%) 32.0%
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) 55.5% 26.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.6% Adjusts normal bell curve for real-world skewness (-0.15) and kurtosis (5.28).
Standard Normal (Black-Scholes / GBM) 70.5% 35.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.8% 21.2% Filters for historical windows that started with volatility similar to current 20-day HV (269 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 54.6%
  • Recent 20-Day HV: 43.0%
  • Parkinson Intraday Volatility: 41.5%
  • Vol Trend: Compressed (-21% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.6%
  • Top 10% Move (90th percentile): +10.4%
  • Bottom 10% Move (10th percentile): -16.9%
  • Max Historical Gain (14d): +34.5%
  • Max Historical Loss (14d): -44.4%