Finance

DOMH Move Probability $1.92 +0.07 (+3.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to DOMH Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
65.9%
Stock touched +5.0% ($2.02) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.34x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.0%
$1.36 — $2.48

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%.

-51.1% to -9.6%: 174 occurrences (34.3%) -30.4% -9.6% to +31.8%: 293 occurrences (57.7%) +31.8% to +73.3%: 17 occurrences (3.3%) +73.3% to +114.8%: 3 occurrences (0.6%) 94.1% +114.8% to +156.3%: 3 occurrences (0.6%) +156.3% to +197.7%: 4 occurrences (0.8%) +197.7% to +239.2%: 7 occurrences (1.4%) 218.5% +239.2% to +280.7%: 0 occurrences (0.0%) +280.7% to +322.2%: 0 occurrences (0.0%) +322.2% to +363.6%: 1 occurrences (0.2%) 342.9% +363.6% to +405.1%: 1 occurrences (0.2%) +405.1% to +446.6%: 3 occurrences (0.6%) +446.6% to +488.0%: 1 occurrences (0.2%) 467.3% +488.0% to +529.5%: 0 occurrences (0.0%) +529.5% to +571.0%: 0 occurrences (0.0%) +571.0% to +612.5%: 1 occurrences (0.2%) 591.7%
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) 65.9% 28.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.4% Adjusts normal bell curve for real-world skewness (2.99) and kurtosis (21.81).
Standard Normal (Black-Scholes / GBM) 86.6% 43.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.9% 25.3% Filters for historical windows that started with volatility similar to current 20-day HV (269 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 123.0%
  • Recent 20-Day HV: 67.7%
  • Parkinson Intraday Volatility: 82.9%
  • Vol Trend: Compressed (-45% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +27.3%
  • Bottom 10% Move (10th percentile): -21.5%
  • Max Historical Gain (14d): +612.5%
  • Max Historical Loss (14d): -51.1%