Finance

CCO Move Probability $2.43 +0.00 (+0.0%)

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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Touch Probability (First Passage)
46.3%
Stock touched +5.0% ($2.55) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
25.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.6%
$2.17 — $2.69

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 503 historical windows (2024-09-23 to 2026-10-14). The colored bar indicates the win zone for +5.0%.

-24.9% to -20.7%: 1 occurrences (0.2%) -22.8% -20.7% to -16.5%: 5 occurrences (1.0%) -16.5% to -12.4%: 19 occurrences (3.8%) -12.4% to -8.2%: 32 occurrences (6.4%) -10.3% -8.2% to -4.0%: 51 occurrences (10.1%) -4.0% to +0.1%: 121 occurrences (24.1%) +0.1% to +4.3%: 138 occurrences (27.4%) 2.2% +4.3% to +8.5%: 48 occurrences (9.5%) +8.5% to +12.6%: 28 occurrences (5.6%) +12.6% to +16.8%: 31 occurrences (6.2%) 14.7% +16.8% to +20.9%: 16 occurrences (3.2%) +20.9% to +25.1%: 1 occurrences (0.2%) +25.1% to +29.3%: 5 occurrences (1.0%) 27.2% +29.3% to +33.4%: 1 occurrences (0.2%) +33.4% to +37.6%: 1 occurrences (0.2%) +37.6% to +41.8%: 5 occurrences (1.0%) 39.7%
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) 46.3% 25.0% Model-free reality across 503 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.8% Adjusts normal bell curve for real-world skewness (1.09) and kurtosis (5.94).
Standard Normal (Black-Scholes / GBM) 64.7% 32.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (21 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 45.2%
  • Recent 20-Day HV: 10.9%
  • Parkinson Intraday Volatility: 40.7%
  • Vol Trend: Compressed (-76% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +13.5%
  • Bottom 10% Move (10th percentile): -9.1%
  • Max Historical Gain (14d): +41.8%
  • Max Historical Loss (14d): -24.9%