Finance

ARKO Move Probability $3.99 -0.06 (-1.5%)

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)
62.4%
Stock touched +5.0% ($4.19) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.4%
$3.42 — $4.56

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%.

-50.5% to -45.2%: 9 occurrences (1.8%) -47.9% -45.2% to -40.0%: 8 occurrences (1.6%) -40.0% to -34.7%: 8 occurrences (1.6%) -34.7% to -29.5%: 2 occurrences (0.4%) -32.1% -29.5% to -24.2%: 1 occurrences (0.2%) -24.2% to -18.9%: 7 occurrences (1.4%) -18.9% to -13.7%: 12 occurrences (2.4%) -16.3% -13.7% to -8.4%: 38 occurrences (7.5%) -8.4% to -3.2%: 86 occurrences (16.9%) -3.2% to +2.1%: 118 occurrences (23.2%) -0.5% +2.1% to +7.4%: 74 occurrences (14.6%) +7.4% to +12.6%: 73 occurrences (14.4%) +12.6% to +17.9%: 34 occurrences (6.7%) 15.2% +17.9% to +23.1%: 24 occurrences (4.7%) +23.1% to +28.4%: 9 occurrences (1.8%) +28.4% to +33.7%: 5 occurrences (1.0%) 31.0%
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) 62.4% 33.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.1% Adjusts normal bell curve for real-world skewness (-4.17) and kurtosis (47.41).
Standard Normal (Black-Scholes / GBM) 73.5% 36.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 85.7% 64.3% Filters for historical windows that started with volatility similar to current 20-day HV (42 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 61.1%
  • Recent 20-Day HV: 23.5%
  • Parkinson Intraday Volatility: 42.0%
  • Vol Trend: Compressed (-61% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +15.0%
  • Bottom 10% Move (10th percentile): -12.8%
  • Max Historical Gain (14d): +33.7%
  • Max Historical Loss (14d): -50.5%