Finance

WYNN Move Probability $75.75 -1.72 (-2.2%)

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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Touch Probability (First Passage)
46.5%
Stock touched +5.0% ($79.54) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
24.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.9%
$69.01 — $82.49

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%.

-22.2% to -18.9%: 3 occurrences (0.6%) -20.6% -18.9% to -15.6%: 0 occurrences (0.0%) -15.6% to -12.3%: 24 occurrences (4.7%) -12.3% to -9.0%: 48 occurrences (9.4%) -10.7% -9.0% to -5.7%: 75 occurrences (14.8%) -5.7% to -2.4%: 82 occurrences (16.1%) -2.4% to +0.9%: 69 occurrences (13.6%) -0.8% +0.9% to +4.2%: 74 occurrences (14.6%) +4.2% to +7.5%: 39 occurrences (7.7%) +7.5% to +10.8%: 36 occurrences (7.1%) 9.2% +10.8% to +14.1%: 26 occurrences (5.1%) +14.1% to +17.4%: 8 occurrences (1.6%) +17.4% to +20.7%: 10 occurrences (2.0%) 19.1% +20.7% to +24.0%: 8 occurrences (1.6%) +24.0% to +27.3%: 3 occurrences (0.6%) +27.3% to +30.6%: 3 occurrences (0.6%) 29.0%
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) 46.5% 24.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.5% Adjusts normal bell curve for real-world skewness (0.43) and kurtosis (4.4).
Standard Normal (Black-Scholes / GBM) 58.3% 29.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 40.7% 20.2% Filters for historical windows that started with volatility similar to current 20-day HV (361 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.7%
  • Recent 20-Day HV: 31.0%
  • Parkinson Intraday Volatility: 28.9%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +11.5%
  • Bottom 10% Move (10th percentile): -10.6%
  • Max Historical Gain (14d): +30.6%
  • Max Historical Loss (14d): -22.2%