Finance

PMTR Move Probability $10.44 +0.01 (+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)
0.0%
Stock touched +5.0% ($10.96) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±1.0%
$10.34 — $10.54

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 322 historical windows (2025-06-20 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-3.6% to -3.2%: 3 occurrences (0.9%) -3.4% -3.2% to -2.7%: 5 occurrences (1.6%) -2.7% to -2.3%: 0 occurrences (0.0%) -2.3% to -1.9%: 1 occurrences (0.3%) -2.1% -1.9% to -1.4%: 1 occurrences (0.3%) -1.4% to -1.0%: 7 occurrences (2.2%) -1.0% to -0.6%: 30 occurrences (9.3%) -0.8% -0.6% to -0.2%: 38 occurrences (11.8%) -0.2% to +0.3%: 125 occurrences (38.8%) +0.3% to +0.7%: 61 occurrences (18.9%) 0.5% +0.7% to +1.1%: 17 occurrences (5.3%) +1.1% to +1.6%: 23 occurrences (7.1%) +1.6% to +2.0%: 1 occurrences (0.3%) 1.8% +2.0% to +2.4%: 2 occurrences (0.6%) +2.4% to +2.8%: 2 occurrences (0.6%) +2.8% to +3.3%: 6 occurrences (1.9%) 3.1%
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) 0.0% 0.0% Model-free reality across 322 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (2.03) and kurtosis (28.79).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (28 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 4.1%
  • Recent 20-Day HV: 0.6%
  • Parkinson Intraday Volatility: 1.4%
  • Vol Trend: Compressed (-85% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +1.2%
  • Bottom 10% Move (10th percentile): -0.8%
  • Max Historical Gain (14d): +3.3%
  • Max Historical Loss (14d): -3.6%