Finance

PLUG Move Probability $1.41 +0.01 (+0.7%)

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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Touch Probability (First Passage)
79.5%
Stock touched +5.0% ($1.48) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.16x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.3%
$1.08 — $1.73

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%.

-41.4% to -29.7%: 22 occurrences (4.3%) -35.5% -29.7% to -18.1%: 76 occurrences (15.0%) -18.1% to -6.4%: 119 occurrences (23.4%) -6.4% to +5.3%: 108 occurrences (21.3%) -0.6% +5.3% to +16.9%: 74 occurrences (14.6%) +16.9% to +28.6%: 54 occurrences (10.6%) +28.6% to +40.2%: 21 occurrences (4.1%) 34.4% +40.2% to +51.9%: 9 occurrences (1.8%) +51.9% to +63.5%: 9 occurrences (1.8%) +63.5% to +75.2%: 9 occurrences (1.8%) 69.4% +75.2% to +86.8%: 3 occurrences (0.6%) +86.8% to +98.5%: 2 occurrences (0.4%) +98.5% to +110.1%: 0 occurrences (0.0%) 104.3% +110.1% to +121.8%: 0 occurrences (0.0%) +121.8% to +133.4%: 0 occurrences (0.0%) +133.4% to +145.1%: 2 occurrences (0.4%) 139.3%
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) 79.5% 36.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.9% Adjusts normal bell curve for real-world skewness (0.95) and kurtosis (3.09).
Standard Normal (Black-Scholes / GBM) 83.4% 41.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.8% 33.7% Filters for historical windows that started with volatility similar to current 20-day HV (86 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 98.8%
  • Recent 20-Day HV: 48.1%
  • Parkinson Intraday Volatility: 84.7%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.8%
  • Top 10% Move (90th percentile): +29.1%
  • Bottom 10% Move (10th percentile): -25.1%
  • Max Historical Gain (14d): +145.1%
  • Max Historical Loss (14d): -41.4%