Finance

PRKS Move Probability $30.51 -1.28 (-4.0%)

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

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Touch Probability (First Passage)
61.0%
Stock touched +5.0% ($32.04) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
25.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.40x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.0%
$27.16 — $33.86

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-39.1% to -34.9%: 3 occurrences (0.6%) -37.0% -34.9% to -30.6%: 7 occurrences (1.4%) -30.6% to -26.4%: 3 occurrences (0.6%) -26.4% to -22.1%: 1 occurrences (0.2%) -24.3% -22.1% to -17.9%: 7 occurrences (1.4%) -17.9% to -13.6%: 15 occurrences (3.0%) -13.6% to -9.4%: 40 occurrences (7.9%) -11.5% -9.4% to -5.1%: 59 occurrences (11.6%) -5.1% to -0.9%: 96 occurrences (18.9%) -0.9% to +3.4%: 108 occurrences (21.3%) 1.3% +3.4% to +7.6%: 84 occurrences (16.5%) +7.6% to +11.9%: 43 occurrences (8.5%) +11.9% to +16.2%: 24 occurrences (4.7%) 14.0% +16.2% to +20.4%: 10 occurrences (2.0%) +20.4% to +24.7%: 5 occurrences (1.0%) +24.7% to +28.9%: 3 occurrences (0.6%) 26.8%
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) 61.0% 25.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.2% Adjusts normal bell curve for real-world skewness (-1.32) and kurtosis (14.99).
Standard Normal (Black-Scholes / GBM) 65.6% 32.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 56.2% 22.8% Filters for historical windows that started with volatility similar to current 20-day HV (372 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 46.5%
  • Recent 20-Day HV: 44.8%
  • Parkinson Intraday Volatility: 34.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +10.6%
  • Bottom 10% Move (10th percentile): -11.7%
  • Max Historical Gain (14d): +28.9%
  • Max Historical Loss (14d): -39.1%