The options market prices the exact same question as a stock threshold market: a digital option struck at $X expiring on date Y is, mathematically, the probability the stock finishes above $X. You read that probability directly from the option chain using the spread between adjacent strikes, then compare it to the Polymarket price. Where they diverge beyond fees you trade the gap, borrowing a market with orders of magnitude more capital behind it.
Markets on Polymarket where options implied-move import for stock thresholds is the natural play:
