Finance

TTWO Move Probability $206.07 -0.65 (-0.3%)

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

← Back to TTWO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
47.4%
Stock touched +5.0% ($216.37) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
25.0%
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%)
±7.4%
$190.76 — $221.38

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%.

-22.5% to -19.7%: 4 occurrences (0.8%) -21.1% -19.7% to -17.0%: 3 occurrences (0.6%) -17.0% to -14.2%: 4 occurrences (0.8%) -14.2% to -11.4%: 11 occurrences (2.2%) -12.8% -11.4% to -8.6%: 21 occurrences (4.1%) -8.6% to -5.8%: 26 occurrences (5.1%) -5.8% to -3.0%: 59 occurrences (11.6%) -4.4% -3.0% to -0.3%: 84 occurrences (16.5%) -0.3% to +2.5%: 87 occurrences (17.1%) +2.5% to +5.3%: 84 occurrences (16.5%) 3.9% +5.3% to +8.1%: 56 occurrences (11.0%) +8.1% to +10.9%: 23 occurrences (4.5%) +10.9% to +13.7%: 22 occurrences (4.3%) 12.3% +13.7% to +16.4%: 18 occurrences (3.5%) +16.4% to +19.2%: 3 occurrences (0.6%) +19.2% to +22.0%: 3 occurrences (0.6%) 20.6%
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) 47.4% 25.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.0% Adjusts normal bell curve for real-world skewness (0.21) and kurtosis (5.8).
Standard Normal (Black-Scholes / GBM) 51.1% 25.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.7% 26.4% Filters for historical windows that started with volatility similar to current 20-day HV (337 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.5%
  • Recent 20-Day HV: 29.6%
  • Parkinson Intraday Volatility: 26.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +10.3%
  • Bottom 10% Move (10th percentile): -7.4%
  • Max Historical Gain (14d): +22.0%
  • Max Historical Loss (14d): -22.5%