Finance

POLE Move Probability $10.74 +0.00 (+0.0%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to POLE Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
0.0%
Stock touched +5.0% ($11.28) 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%)
±0.4%
$10.70 — $10.78

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 478 historical windows (2024-11-01 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-1.2% to -1.0%: 14 occurrences (2.9%) -1.1% -1.0% to -0.8%: 0 occurrences (0.0%) -0.8% to -0.6%: 0 occurrences (0.0%) -0.6% to -0.4%: 0 occurrences (0.0%) -0.5% -0.4% to -0.2%: 7 occurrences (1.5%) -0.2% to -0.0%: 9 occurrences (1.9%) -0.0% to +0.2%: 227 occurrences (47.5%) 0.1% +0.2% to +0.4%: 117 occurrences (24.5%) +0.4% to +0.6%: 12 occurrences (2.5%) +0.6% to +0.8%: 62 occurrences (13.0%) 0.7% +0.8% to +1.0%: 2 occurrences (0.4%) +1.0% to +1.2%: 16 occurrences (3.3%) +1.2% to +1.4%: 11 occurrences (2.3%) 1.3% +1.4% to +1.6%: 0 occurrences (0.0%) +1.6% to +1.8%: 0 occurrences (0.0%) +1.8% to +2.0%: 1 occurrences (0.2%) 1.9%
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) 0.0% 0.0% Model-free reality across 478 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (1.47) and kurtosis (60.25).
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 (40 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 1.7%
  • Recent 20-Day HV: 4.3%
  • Parkinson Intraday Volatility: 0.1%
  • Vol Trend: Expanded (+145% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +0.7%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +2.0%
  • Max Historical Loss (14d): -1.2%