Finance

POOL Move Probability $192.96 +20.47 (+11.9%)

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 POOL Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
42.6%
Stock touched +5.0% ($202.61) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
16.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.52x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.1%
$177.33 — $208.59

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-24.2% to -21.5%: 4 occurrences (0.8%) -22.8% -21.5% to -18.9%: 4 occurrences (0.8%) -18.9% to -16.3%: 11 occurrences (2.2%) -16.3% to -13.6%: 17 occurrences (3.3%) -15.0% -13.6% to -11.0%: 12 occurrences (2.4%) -11.0% to -8.4%: 31 occurrences (6.1%) -8.4% to -5.8%: 63 occurrences (12.4%) -7.1% -5.8% to -3.1%: 74 occurrences (14.5%) -3.1% to -0.5%: 82 occurrences (16.1%) -0.5% to +2.1%: 69 occurrences (13.6%) 0.8% +2.1% to +4.7%: 53 occurrences (10.4%) +4.7% to +7.4%: 43 occurrences (8.4%) +7.4% to +10.0%: 15 occurrences (2.9%) 8.7% +10.0% to +12.6%: 10 occurrences (2.0%) +12.6% to +15.3%: 12 occurrences (2.4%) +15.3% to +17.9%: 9 occurrences (1.8%) 16.6%
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) 42.6% 16.9% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.2% Adjusts normal bell curve for real-world skewness (-0.28) and kurtosis (6.34).
Standard Normal (Black-Scholes / GBM) 54.7% 27.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 32.7% 12.5% Filters for historical windows that started with volatility similar to current 20-day HV (248 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 34.4%
  • Recent 20-Day HV: 47.5%
  • Parkinson Intraday Volatility: 26.6%
  • Vol Trend: Expanded (+38% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.8%
  • Top 10% Move (90th percentile): +7.3%
  • Bottom 10% Move (10th percentile): -10.8%
  • Max Historical Gain (14d): +17.9%
  • Max Historical Loss (14d): -24.2%