Finance

PLTR Move Probability $183.97 -0.13 (-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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
68.8%
Stock touched -3.5% ($177.53) at least once during 10 trading days.
Median first touch: Day 2 of 10
Expiration Close Probability
27.3%
Stock closed at or beyond -3.5% at the end of the 10-day window.
The Touch Multiple
2.51x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.8%
$160.44 — $207.50

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 512 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for -3.5%.

-32.3% to -26.7%: 4 occurrences (0.8%) -29.5% -26.7% to -21.1%: 3 occurrences (0.6%) -21.1% to -15.5%: 21 occurrences (4.1%) -15.5% to -10.0%: 37 occurrences (7.2%) -12.8% -10.0% to -4.4%: 60 occurrences (11.7%) -4.4% to +1.2%: 105 occurrences (20.5%) +1.2% to +6.8%: 90 occurrences (17.6%) 4.0% +6.8% to +12.3%: 84 occurrences (16.4%) +12.3% to +17.9%: 55 occurrences (10.7%) +17.9% to +23.5%: 15 occurrences (2.9%) 20.7% +23.5% to +29.1%: 9 occurrences (1.8%) +29.1% to +34.6%: 9 occurrences (1.8%) +34.6% to +40.2%: 5 occurrences (1.0%) 37.4% +40.2% to +45.8%: 9 occurrences (1.8%) +45.8% to +51.4%: 4 occurrences (0.8%) +51.4% to +56.9%: 2 occurrences (0.4%) 54.1%
Historical returns Target move zone (-3.5%+) 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) 68.8% 27.3% Model-free reality across 512 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.9% Adjusts normal bell curve for real-world skewness (0.79) and kurtosis (5.89).
Standard Normal (Black-Scholes / GBM) 78.1% 39.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.4% 33.1% Filters for historical windows that started with volatility similar to current 20-day HV (338 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)

10-Day Return Quantiles

  • Median Return: +3.1%
  • Top 10% Move (90th percentile): +19.1%
  • Bottom 10% Move (10th percentile): -12.5%
  • Max Historical Gain (10d): +56.9%
  • Max Historical Loss (10d): -32.3%