Finance

TTEC Move Probability $1.49 +0.06 (+4.6%)

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)
64.4%
Stock touched +5.0% ($1.56) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.30x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.6%
$1.17 — $1.81

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%.

-49.6% to -42.8%: 9 occurrences (1.8%) -46.2% -42.8% to -35.9%: 7 occurrences (1.4%) -35.9% to -29.0%: 12 occurrences (2.4%) -29.0% to -22.2%: 19 occurrences (3.7%) -25.6% -22.2% to -15.3%: 35 occurrences (6.9%) -15.3% to -8.4%: 100 occurrences (19.7%) -8.4% to -1.6%: 111 occurrences (21.9%) -5.0% -1.6% to +5.3%: 77 occurrences (15.2%) +5.3% to +12.1%: 42 occurrences (8.3%) +12.1% to +19.0%: 26 occurrences (5.1%) 15.6% +19.0% to +25.9%: 21 occurrences (4.1%) +25.9% to +32.7%: 17 occurrences (3.3%) +32.7% to +39.6%: 18 occurrences (3.5%) 36.2% +39.6% to +46.5%: 6 occurrences (1.2%) +46.5% to +53.3%: 4 occurrences (0.8%) +53.3% to +60.2%: 4 occurrences (0.8%) 56.8%
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) 64.4% 28.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.1% Adjusts normal bell curve for real-world skewness (0.22) and kurtosis (19.53).
Standard Normal (Black-Scholes / GBM) 82.1% 41.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.4% 38.2% Filters for historical windows that started with volatility similar to current 20-day HV (207 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 91.5%
  • Recent 20-Day HV: 93.8%
  • Parkinson Intraday Volatility: 59.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.5%
  • Top 10% Move (90th percentile): +24.6%
  • Bottom 10% Move (10th percentile): -21.6%
  • Max Historical Gain (14d): +60.2%
  • Max Historical Loss (14d): -49.6%