Finance

WHLT Move Probability $0.04 -0.01 (-18.0%)

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 WHLT Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
34.8%
Stock touched +5.0% ($0.04) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
21.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.64x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±77.1%
$0.01 — $0.07

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-90.9% to +20.1%: 399 occurrences (82.1%) -35.4% +20.1% to +131.2%: 52 occurrences (10.7%) +131.2% to +242.2%: 22 occurrences (4.5%) +242.2% to +353.3%: 11 occurrences (2.3%) 297.7% +353.3% to +464.3%: 0 occurrences (0.0%) +464.3% to +575.3%: 0 occurrences (0.0%) +575.3% to +686.4%: 0 occurrences (0.0%) 630.9% +686.4% to +797.4%: 1 occurrences (0.2%) +797.4% to +908.5%: 0 occurrences (0.0%) +908.5% to +1019.5%: 0 occurrences (0.0%) 964.0% +1019.5% to +1130.5%: 0 occurrences (0.0%) +1130.5% to +1241.6%: 0 occurrences (0.0%) +1241.6% to +1352.6%: 0 occurrences (0.0%) 1297.1% +1352.6% to +1463.6%: 0 occurrences (0.0%) +1463.6% to +1574.7%: 0 occurrences (0.0%) +1574.7% to +1685.7%: 1 occurrences (0.2%) 1630.2%
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) 34.8% 21.2% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 50.9% Adjusts normal bell curve for real-world skewness (-2.6) and kurtosis (51.47).
Standard Normal (Black-Scholes / GBM) 95.0% 47.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 27.8% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (18 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 327.2%
  • Recent 20-Day HV: 1017.4%
  • Parkinson Intraday Volatility: 201.9%
  • Vol Trend: Expanded (+211% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +78.0%
  • Bottom 10% Move (10th percentile): -40.0%
  • Max Historical Gain (14d): +1685.7%
  • Max Historical Loss (14d): -90.9%