Finance

DIOD Move Probability $88.90 +3.55 (+4.2%)

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)
66.5%
Stock touched +5.0% ($93.35) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
39.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.8%
$76.64 — $101.16

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%.

-26.8% to -22.0%: 9 occurrences (1.8%) -24.4% -22.0% to -17.1%: 21 occurrences (4.1%) -17.1% to -12.3%: 40 occurrences (7.9%) -12.3% to -7.5%: 47 occurrences (9.3%) -9.9% -7.5% to -2.6%: 78 occurrences (15.4%) -2.6% to +2.2%: 82 occurrences (16.1%) +2.2% to +7.0%: 55 occurrences (10.8%) 4.6% +7.0% to +11.9%: 80 occurrences (15.7%) +11.9% to +16.7%: 42 occurrences (8.3%) +16.7% to +21.5%: 20 occurrences (3.9%) 19.1% +21.5% to +26.4%: 15 occurrences (3.0%) +26.4% to +31.2%: 7 occurrences (1.4%) +31.2% to +36.0%: 5 occurrences (1.0%) 33.6% +36.0% to +40.9%: 2 occurrences (0.4%) +40.9% to +45.7%: 3 occurrences (0.6%) +45.7% to +50.6%: 2 occurrences (0.4%) 48.1%
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) 66.5% 39.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.8% Adjusts normal bell curve for real-world skewness (0.28) and kurtosis (4.65).
Standard Normal (Black-Scholes / GBM) 72.3% 36.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.2% 40.0% Filters for historical windows that started with volatility similar to current 20-day HV (340 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.5%
  • Recent 20-Day HV: 51.8%
  • Parkinson Intraday Volatility: 36.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +18.0%
  • Bottom 10% Move (10th percentile): -14.0%
  • Max Historical Gain (14d): +50.6%
  • Max Historical Loss (14d): -26.8%