Finance

PLTR Move Probability $174.34 +1.74 (+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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Touch Probability (First Passage)
78.7%
Stock touched +5.0% ($183.06) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
50.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.55x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.2%
$147.90 — $200.79

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). 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 (3.2%) -20.1% to -13.8%: 28 occurrences (5.5%) -17.0% -13.8% to -7.6%: 38 occurrences (7.5%) -7.6% to -1.4%: 79 occurrences (15.6%) -1.4% to +4.8%: 81 occurrences (16.0%) 1.7% +4.8% to +11.0%: 84 occurrences (16.6%) +11.0% to +17.2%: 78 occurrences (15.4%) +17.2% to +23.4%: 45 occurrences (8.9%) 20.3% +23.4% to +29.7%: 11 occurrences (2.2%) +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) 78.7% 50.9% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.9% Adjusts normal bell curve for real-world skewness (0.84) and kurtosis (5.95).
Standard Normal (Black-Scholes / GBM) 74.8% 37.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.9% 44.9% Filters for historical windows that started with volatility similar to current 20-day HV (350 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.3%
  • Recent 20-Day HV: 52.0%
  • Parkinson Intraday Volatility: 50.0%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: +5.5%
  • Top 10% Move (90th percentile): +24.3%
  • Bottom 10% Move (10th percentile): -13.6%
  • Max Historical Gain (14d): +60.7%
  • Max Historical Loss (14d): -38.7%