Finance

CHKR Move Probability $0.29

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)
53.4%
Stock touched +5.0% ($0.30) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
18.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.89x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.4%
$0.25 — $0.33

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-17.2% to -14.4%: 2 occurrences (0.4%) -15.8% -14.4% to -11.6%: 10 occurrences (2.1%) -11.6% to -8.8%: 32 occurrences (6.6%) -8.8% to -6.0%: 42 occurrences (8.6%) -7.4% -6.0% to -3.3%: 82 occurrences (16.8%) -3.3% to -0.5%: 102 occurrences (20.9%) -0.5% to +2.3%: 78 occurrences (16.0%) 0.9% +2.3% to +5.1%: 49 occurrences (10.1%) +5.1% to +7.9%: 33 occurrences (6.8%) +7.9% to +10.7%: 22 occurrences (4.5%) 9.3% +10.7% to +13.5%: 15 occurrences (3.1%) +13.5% to +16.3%: 10 occurrences (2.1%) +16.3% to +19.1%: 4 occurrences (0.8%) 17.7% +19.1% to +21.9%: 3 occurrences (0.6%) +21.9% to +24.6%: 1 occurrences (0.2%) +24.6% to +27.4%: 2 occurrences (0.4%) 26.0%
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) 53.4% 18.5% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.5% Adjusts normal bell curve for real-world skewness (-0.13) and kurtosis (1.73).
Standard Normal (Black-Scholes / GBM) 69.5% 34.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.7% 22.0% Filters for historical windows that started with volatility similar to current 20-day HV (305 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 52.8%
  • Recent 20-Day HV: 55.9%
  • Parkinson Intraday Volatility: 70.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +8.3%
  • Bottom 10% Move (10th percentile): -7.9%
  • Max Historical Gain (14d): +27.4%
  • Max Historical Loss (14d): -17.2%