Finance

EVOK Move Probability $10.99 +0.04 (+0.4%)

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)
52.7%
Stock touched +5.0% ($11.54) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
37.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.41x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±32.7%
$7.40 — $14.58

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 296 historical windows (2024-09-23 to 2025-12-16). The colored bar indicates the win zone for +5.0%.

-37.6% to -25.9%: 25 occurrences (8.4%) -31.7% -25.9% to -14.3%: 42 occurrences (14.2%) -14.3% to -2.7%: 65 occurrences (22.0%) -2.7% to +8.9%: 70 occurrences (23.6%) 3.1% +8.9% to +20.5%: 40 occurrences (13.5%) +20.5% to +32.1%: 13 occurrences (4.4%) +32.1% to +43.7%: 8 occurrences (2.7%) 37.9% +43.7% to +55.3%: 3 occurrences (1.0%) +55.3% to +66.9%: 5 occurrences (1.7%) +66.9% to +78.6%: 3 occurrences (1.0%) 72.7% +78.6% to +90.2%: 3 occurrences (1.0%) +90.2% to +101.8%: 2 occurrences (0.7%) +101.8% to +113.4%: 3 occurrences (1.0%) 107.6% +113.4% to +125.0%: 2 occurrences (0.7%) +125.0% to +136.6%: 10 occurrences (3.4%) +136.6% to +148.2%: 2 occurrences (0.7%) 142.4%
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) 52.7% 37.5% Model-free reality across 296 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.0% Adjusts normal bell curve for real-world skewness (6.93) and kurtosis (68.21).
Standard Normal (Black-Scholes / GBM) 88.1% 44.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 138.7%
  • Recent 20-Day HV: 4.0%
  • Parkinson Intraday Volatility: 53.2%
  • Vol Trend: Compressed (-97% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +56.3%
  • Bottom 10% Move (10th percentile): -24.9%
  • Max Historical Gain (14d): +148.2%
  • Max Historical Loss (14d): -37.6%