Finance

WMK Move Probability $75.93 +0.74 (+1.0%)

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

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
38.2%
Stock touched +5.0% ($79.73) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.67x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.5%
$70.98 — $80.88

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%.

-16.5% to -14.4%: 6 occurrences (1.2%) -15.4% -14.4% to -12.2%: 4 occurrences (0.8%) -12.2% to -10.1%: 7 occurrences (1.4%) -10.1% to -8.0%: 14 occurrences (2.8%) -9.0% -8.0% to -5.8%: 30 occurrences (5.9%) -5.8% to -3.7%: 48 occurrences (9.4%) -3.7% to -1.6%: 82 occurrences (16.1%) -2.7% -1.6% to +0.5%: 73 occurrences (14.4%) +0.5% to +2.7%: 69 occurrences (13.6%) +2.7% to +4.8%: 57 occurrences (11.2%) 3.7% +4.8% to +6.9%: 44 occurrences (8.7%) +6.9% to +9.0%: 37 occurrences (7.3%) +9.0% to +11.2%: 16 occurrences (3.1%) 10.1% +11.2% to +13.3%: 9 occurrences (1.8%) +13.3% to +15.4%: 7 occurrences (1.4%) +15.4% to +17.5%: 5 occurrences (1.0%) 16.5%
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) 38.2% 22.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.4% Adjusts normal bell curve for real-world skewness (-0.16) and kurtosis (2.68).
Standard Normal (Black-Scholes / GBM) 45.4% 22.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.2% 21.2% Filters for historical windows that started with volatility similar to current 20-day HV (52 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 27.6%
  • Recent 20-Day HV: 14.3%
  • Parkinson Intraday Volatility: 17.1%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +8.1%
  • Bottom 10% Move (10th percentile): -6.3%
  • Max Historical Gain (14d): +17.5%
  • Max Historical Loss (14d): -16.5%