Finance

TIGO Move Probability $81.70 +1.96 (+2.5%)

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)
65.2%
Stock touched +5.0% ($85.79) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
41.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.57x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.5%
$74.76 — $88.64

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%.

-15.9% to -13.2%: 2 occurrences (0.4%) -14.5% -13.2% to -10.6%: 6 occurrences (1.2%) -10.6% to -8.0%: 7 occurrences (1.4%) -8.0% to -5.4%: 20 occurrences (3.9%) -6.7% -5.4% to -2.7%: 44 occurrences (8.7%) -2.7% to -0.1%: 81 occurrences (15.9%) -0.1% to +2.5%: 69 occurrences (13.6%) 1.2% +2.5% to +5.1%: 71 occurrences (14.0%) +5.1% to +7.8%: 57 occurrences (11.2%) +7.8% to +10.4%: 63 occurrences (12.4%) 9.1% +10.4% to +13.0%: 38 occurrences (7.5%) +13.0% to +15.6%: 23 occurrences (4.5%) +15.6% to +18.3%: 14 occurrences (2.8%) 16.9% +18.3% to +20.9%: 7 occurrences (1.4%) +20.9% to +23.5%: 3 occurrences (0.6%) +23.5% to +26.1%: 3 occurrences (0.6%) 24.8%
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) 65.2% 41.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.6% Adjusts normal bell curve for real-world skewness (-0.21) and kurtosis (3.76).
Standard Normal (Black-Scholes / GBM) 56.6% 28.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.3% 48.4% Filters for historical windows that started with volatility similar to current 20-day HV (244 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 36.1%
  • Recent 20-Day HV: 52.3%
  • Parkinson Intraday Volatility: 28.8%
  • Vol Trend: Expanded (+45% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.3%
  • Top 10% Move (90th percentile): +13.0%
  • Bottom 10% Move (10th percentile): -4.4%
  • Max Historical Gain (14d): +26.1%
  • Max Historical Loss (14d): -15.9%