Finance

DOLE Move Probability $13.12 -0.13 (-1.0%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
32.7%
Stock touched +5.0% ($13.77) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
17.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.87x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.3%
$12.29 — $13.94

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%.

-12.6% to -11.1%: 4 occurrences (0.8%) -11.9% -11.1% to -9.5%: 9 occurrences (1.8%) -9.5% to -8.0%: 20 occurrences (3.9%) -8.0% to -6.4%: 28 occurrences (5.5%) -7.2% -6.4% to -4.9%: 31 occurrences (6.1%) -4.9% to -3.3%: 55 occurrences (10.8%) -3.3% to -1.8%: 62 occurrences (12.2%) -2.6% -1.8% to -0.3%: 64 occurrences (12.6%) -0.3% to +1.3%: 65 occurrences (12.8%) +1.3% to +2.8%: 43 occurrences (8.5%) 2.1% +2.8% to +4.4%: 31 occurrences (6.1%) +4.4% to +5.9%: 24 occurrences (4.7%) +5.9% to +7.5%: 29 occurrences (5.7%) 6.7% +7.5% to +9.0%: 17 occurrences (3.3%) +9.0% to +10.6%: 14 occurrences (2.8%) +10.6% to +12.1%: 12 occurrences (2.4%) 11.4%
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) 32.7% 17.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.5% Adjusts normal bell curve for real-world skewness (-1.31) and kurtosis (7.08).
Standard Normal (Black-Scholes / GBM) 43.6% 21.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 33.3% 16.7% Filters for historical windows that started with volatility similar to current 20-day HV (126 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 26.5%
  • Recent 20-Day HV: 15.2%
  • Parkinson Intraday Volatility: 20.2%
  • Vol Trend: Compressed (-43% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +6.8%
  • Bottom 10% Move (10th percentile): -6.9%
  • Max Historical Gain (14d): +12.1%
  • Max Historical Loss (14d): -12.6%