Finance

DRIO Move Probability $3.58 -0.46 (-11.3%)

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 DRIO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
55.1%
Stock touched +5.0% ($3.75) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
24.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.30x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.8%
$2.65 — $4.50

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%.

-62.0% to -48.3%: 1 occurrences (0.2%) -55.1% -48.3% to -34.5%: 11 occurrences (2.2%) -34.5% to -20.8%: 50 occurrences (9.8%) -20.8% to -7.0%: 133 occurrences (26.2%) -13.9% -7.0% to +6.7%: 214 occurrences (42.1%) +6.7% to +20.5%: 72 occurrences (14.2%) +20.5% to +34.2%: 8 occurrences (1.6%) 27.4% +34.2% to +48.0%: 4 occurrences (0.8%) +48.0% to +61.7%: 2 occurrences (0.4%) +61.7% to +75.5%: 2 occurrences (0.4%) 68.6% +75.5% to +89.2%: 3 occurrences (0.6%) +89.2% to +103.0%: 0 occurrences (0.0%) +103.0% to +116.7%: 1 occurrences (0.2%) 109.8% +116.7% to +130.5%: 1 occurrences (0.2%) +130.5% to +144.2%: 3 occurrences (0.6%) +144.2% to +157.9%: 3 occurrences (0.6%) 151.1%
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) 55.1% 24.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.7% Adjusts normal bell curve for real-world skewness (1.06) and kurtosis (20.84).
Standard Normal (Black-Scholes / GBM) 85.0% 42.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.9% 27.0% Filters for historical windows that started with volatility similar to current 20-day HV (274 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 109.5%
  • Recent 20-Day HV: 93.3%
  • Parkinson Intraday Volatility: 57.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.1%
  • Top 10% Move (90th percentile): +12.2%
  • Bottom 10% Move (10th percentile): -22.8%
  • Max Historical Gain (14d): +157.9%
  • Max Historical Loss (14d): -62.0%