Finance

PLTR Move Probability $183.88 -0.22 (-0.1%)

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)
77.4%
Stock touched +5.0% ($193.07) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
48.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.61x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.1%
$156.06 — $211.70

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-38.7% to -32.5%: 1 occurrences (0.2%) -35.6% -32.5% to -26.3%: 5 occurrences (1.0%) -26.3% to -20.1%: 16 occurrences (3.1%) -20.1% to -13.8%: 28 occurrences (5.5%) -17.0% -13.8% to -7.6%: 40 occurrences (7.9%) -7.6% to -1.4%: 83 occurrences (16.3%) -1.4% to +4.8%: 90 occurrences (17.7%) 1.7% +4.8% to +11.0%: 85 occurrences (16.7%) +11.0% to +17.2%: 73 occurrences (14.4%) +17.2% to +23.4%: 36 occurrences (7.1%) 20.3% +23.4% to +29.7%: 10 occurrences (2.0%) +29.7% to +35.9%: 8 occurrences (1.6%) +35.9% to +42.1%: 12 occurrences (2.4%) 39.0% +42.1% to +48.3%: 8 occurrences (1.6%) +48.3% to +54.5%: 7 occurrences (1.4%) +54.5% to +60.7%: 6 occurrences (1.2%) 57.6%
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) 77.4% 48.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.0% Adjusts normal bell curve for real-world skewness (0.79) and kurtosis (5.89).
Standard Normal (Black-Scholes / GBM) 74.7% 37.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.0% 42.0% Filters for historical windows that started with volatility similar to current 20-day HV (336 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.2%
  • Recent 20-Day HV: 51.0%
  • Parkinson Intraday Volatility: 50.1%
  • Vol Trend: Compressed (-21% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.2%
  • Top 10% Move (90th percentile): +22.9%
  • Bottom 10% Move (10th percentile): -13.6%
  • Max Historical Gain (14d): +60.7%
  • Max Historical Loss (14d): -38.7%