Finance

CORZ Move Probability $14.26 +0.46 (+3.4%)

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)
25.1%
Stock touched +5.0% ($14.97) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
11.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.11x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.9%
$13.56 — $14.96

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-29.4% to -25.5%: 1 occurrences (0.2%) -27.4% -25.5% to -21.6%: 0 occurrences (0.0%) -21.6% to -17.7%: 1 occurrences (0.2%) -17.7% to -13.8%: 2 occurrences (0.4%) -15.7% -13.8% to -9.9%: 5 occurrences (1.0%) -9.9% to -6.0%: 31 occurrences (6.0%) -6.0% to -2.1%: 100 occurrences (19.2%) -4.0% -2.1% to +1.8%: 205 occurrences (39.3%) +1.8% to +5.7%: 123 occurrences (23.6%) +5.7% to +9.6%: 39 occurrences (7.5%) 7.7% +9.6% to +13.5%: 9 occurrences (1.7%) +13.5% to +17.4%: 3 occurrences (0.6%) +17.4% to +21.3%: 1 occurrences (0.2%) 19.4% +21.3% to +25.2%: 0 occurrences (0.0%) +25.2% to +29.1%: 0 occurrences (0.0%) +29.1% to +33.0%: 1 occurrences (0.2%) 31.1%
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) 25.1% 11.9% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.8% Adjusts normal bell curve for real-world skewness (-0.54) and kurtosis (7.36).
Standard Normal (Black-Scholes / GBM) 32.3% 16.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 24.4% 11.1% Filters for historical windows that started with volatility similar to current 20-day HV (369 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 78.4%
  • Recent 20-Day HV: 69.9%
  • Parkinson Intraday Volatility: 67.4%
  • Vol Trend: Normal / Consistent

1-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +5.8%
  • Bottom 10% Move (10th percentile): -5.2%
  • Max Historical Gain (1d): +33.0%
  • Max Historical Loss (1d): -29.4%