Finance

WHF Move Probability $7.69 +0.08 (+1.1%)

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)
31.9%
Stock touched +5.0% ($8.07) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
16.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.95x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.0%
$7.23 — $8.15

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%.

-21.5% to -18.8%: 2 occurrences (0.4%) -20.1% -18.8% to -16.2%: 7 occurrences (1.4%) -16.2% to -13.5%: 3 occurrences (0.6%) -13.5% to -10.9%: 7 occurrences (1.4%) -12.2% -10.9% to -8.2%: 23 occurrences (4.5%) -8.2% to -5.6%: 41 occurrences (8.1%) -5.6% to -2.9%: 70 occurrences (13.8%) -4.2% -2.9% to -0.3%: 89 occurrences (17.5%) -0.3% to +2.4%: 105 occurrences (20.7%) +2.4% to +5.0%: 78 occurrences (15.4%) 3.7% +5.0% to +7.7%: 43 occurrences (8.5%) +7.7% to +10.3%: 22 occurrences (4.3%) +10.3% to +13.0%: 6 occurrences (1.2%) 11.7% +13.0% to +15.6%: 5 occurrences (1.0%) +15.6% to +18.3%: 2 occurrences (0.4%) +18.3% to +20.9%: 5 occurrences (1.0%) 19.6%
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) 31.9% 16.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.4% Adjusts normal bell curve for real-world skewness (-0.06) and kurtosis (2.66).
Standard Normal (Black-Scholes / GBM) 41.6% 20.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.9% 16.6% Filters for historical windows that started with volatility similar to current 20-day HV (320 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 25.4%
  • Recent 20-Day HV: 24.2%
  • Parkinson Intraday Volatility: 17.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +6.6%
  • Bottom 10% Move (10th percentile): -7.6%
  • Max Historical Gain (14d): +20.9%
  • Max Historical Loss (14d): -21.5%