Finance

PLTR Move Probability $201.71 +9.12 (+4.7%)

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)
15.9%
Stock touched +5.0% ($211.79) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
8.8%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.80x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.0%
$193.56 — $209.85

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-12.1% to -9.5%: 7 occurrences (1.3%) -10.8% -9.5% to -7.0%: 10 occurrences (1.9%) -7.0% to -4.4%: 32 occurrences (6.1%) -4.4% to -1.8%: 74 occurrences (14.2%) -3.1% -1.8% to +0.8%: 170 occurrences (32.6%) +0.8% to +3.4%: 138 occurrences (26.5%) +3.4% to +5.9%: 54 occurrences (10.4%) 4.7% +5.9% to +8.5%: 26 occurrences (5.0%) +8.5% to +11.1%: 5 occurrences (1.0%) +11.1% to +13.7%: 1 occurrences (0.2%) 12.4% +13.7% to +16.3%: 0 occurrences (0.0%) +16.3% to +18.8%: 0 occurrences (0.0%) +18.8% to +21.4%: 1 occurrences (0.2%) 20.1% +21.4% to +24.0%: 2 occurrences (0.4%) +24.0% to +26.6%: 0 occurrences (0.0%) +26.6% to +29.2%: 1 occurrences (0.2%) 27.9%
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) 15.9% 8.8% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.9% Adjusts normal bell curve for real-world skewness (0.78) and kurtosis (5.9).
Standard Normal (Black-Scholes / GBM) 22.7% 11.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 11.0% 6.4% Filters for historical windows that started with volatility similar to current 20-day HV (281 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.1%
  • Recent 20-Day HV: 44.6%
  • Parkinson Intraday Volatility: 50.1%
  • Vol Trend: Compressed (-30% vs baseline)

1-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +4.7%
  • Bottom 10% Move (10th percentile): -4.0%
  • Max Historical Gain (1d): +29.2%
  • Max Historical Loss (1d): -12.1%