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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
34.0%
Stock touched +5.0% ($1.48) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
15.5%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.2%
$1.32 — $1.49

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%.

-22.0% to -18.5%: 1 occurrences (0.2%) -20.3% -18.5% to -14.9%: 1 occurrences (0.2%) -14.9% to -11.4%: 4 occurrences (0.8%) -11.4% to -7.8%: 26 occurrences (5.0%) -9.6% -7.8% to -4.3%: 82 occurrences (15.7%) -4.3% to -0.8%: 137 occurrences (26.3%) -0.8% to +2.8%: 134 occurrences (25.7%) 1.0% +2.8% to +6.3%: 76 occurrences (14.6%) +6.3% to +9.9%: 25 occurrences (4.8%) +9.9% to +13.4%: 17 occurrences (3.3%) 11.7% +13.4% to +17.0%: 7 occurrences (1.3%) +17.0% to +20.5%: 2 occurrences (0.4%) +20.5% to +24.1%: 3 occurrences (0.6%) 22.3% +24.1% to +27.6%: 4 occurrences (0.8%) +27.6% to +31.1%: 1 occurrences (0.2%) +31.1% to +34.7%: 1 occurrences (0.2%) 32.9%
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) 34.0% 15.5% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.6% Adjusts normal bell curve for real-world skewness (0.95) and kurtosis (3.09).
Standard Normal (Black-Scholes / GBM) 43.3% 21.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 19.2% 10.1% Filters for historical windows that started with volatility similar to current 20-day HV (99 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)

1-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +7.5%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (1d): +34.7%
  • Max Historical Loss (1d): -22.0%