Finance

PUBM Move Probability $17.47 +0.02 (+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)
65.0%
Stock touched +5.0% ($18.34) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
34.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.9%
$14.87 — $20.07

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%.

-38.0% to -33.2%: 15 occurrences (3.0%) -35.6% -33.2% to -28.3%: 6 occurrences (1.2%) -28.3% to -23.4%: 4 occurrences (0.8%) -23.4% to -18.5%: 5 occurrences (1.0%) -21.0% -18.5% to -13.7%: 21 occurrences (4.1%) -13.7% to -8.8%: 39 occurrences (7.7%) -8.8% to -3.9%: 65 occurrences (12.8%) -6.4% -3.9% to +0.9%: 91 occurrences (17.9%) +0.9% to +5.8%: 95 occurrences (18.7%) +5.8% to +10.7%: 48 occurrences (9.4%) 8.2% +10.7% to +15.5%: 37 occurrences (7.3%) +15.5% to +20.4%: 40 occurrences (7.9%) +20.4% to +25.3%: 20 occurrences (3.9%) 22.9% +25.3% to +30.2%: 8 occurrences (1.6%) +30.2% to +35.0%: 5 occurrences (1.0%) +35.0% to +39.9%: 9 occurrences (1.8%) 37.5%
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) 65.0% 34.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.5% Adjusts normal bell curve for real-world skewness (1.13) and kurtosis (23.65).
Standard Normal (Black-Scholes / GBM) 74.4% 37.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.0% 33.5% Filters for historical windows that started with volatility similar to current 20-day HV (328 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 63.3%
  • Recent 20-Day HV: 49.2%
  • Parkinson Intraday Volatility: 39.8%
  • Vol Trend: Compressed (-22% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.2%
  • Top 10% Move (90th percentile): +19.3%
  • Bottom 10% Move (10th percentile): -13.6%
  • Max Historical Gain (14d): +39.9%
  • Max Historical Loss (14d): -38.0%