Finance

PRKR Move Probability $1.21

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)
76.0%
Stock touched +5.0% ($1.27) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
26.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.85x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±31.0%
$0.84 — $1.58

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-56.7% to -49.9%: 1 occurrences (0.2%) -53.3% -49.9% to -43.1%: 1 occurrences (0.2%) -43.1% to -36.3%: 12 occurrences (2.5%) -36.3% to -29.5%: 23 occurrences (4.7%) -32.9% -29.5% to -22.7%: 47 occurrences (9.7%) -22.7% to -15.9%: 49 occurrences (10.1%) -15.9% to -9.1%: 53 occurrences (10.9%) -12.5% -9.1% to -2.3%: 92 occurrences (18.9%) -2.3% to +4.5%: 73 occurrences (15.0%) +4.5% to +11.2%: 52 occurrences (10.7%) 7.9% +11.2% to +18.0%: 30 occurrences (6.2%) +18.0% to +24.8%: 23 occurrences (4.7%) +24.8% to +31.6%: 17 occurrences (3.5%) 28.2% +31.6% to +38.4%: 7 occurrences (1.4%) +38.4% to +45.2%: 3 occurrences (0.6%) +45.2% to +52.0%: 4 occurrences (0.8%) 48.6%
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) 76.0% 26.7% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.5% Adjusts normal bell curve for real-world skewness (-0.89) and kurtosis (11.14).
Standard Normal (Black-Scholes / GBM) 87.5% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.9% 22.2% Filters for historical windows that started with volatility similar to current 20-day HV (306 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 131.4%
  • Recent 20-Day HV: 127.9%
  • Parkinson Intraday Volatility: 137.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -5.7%
  • Top 10% Move (90th percentile): +19.0%
  • Bottom 10% Move (10th percentile): -26.7%
  • Max Historical Gain (14d): +52.0%
  • Max Historical Loss (14d): -56.7%