EXOZ Move Probability $4.94 +0.94 (+23.5%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
44.7%
Stock touched +5.0% ($5.19) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.34x
You are 1.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±46.0%
$2.67 — $7.21
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 470 historical windows (2024-11-13 to 2026-10-21). The colored bar indicates the win zone for +5.0%.
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) | 44.7% | 33.4% | Model-free reality across 470 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 0.3% | Adjusts normal bell curve for real-world skewness (11.98) and kurtosis (206.69). |
| Standard Normal (Black-Scholes / GBM) | 91.6% | 45.8% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
| Regime-Conditioned (Similar Volatility) | 40.2% | 23.6% | Filters for historical windows that started with volatility similar to current 20-day HV (174 matching periods). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 195.2%
- Recent 20-Day HV: 155.2%
- Parkinson Intraday Volatility: 23.3%
- Vol Trend: Compressed (-21% vs baseline)
14-Day Return Quantiles
- Median Return: +0.0%
- Top 10% Move (90th percentile): +54.2%
- Bottom 10% Move (10th percentile): -24.1%
- Max Historical Gain (14d): +758.2%
- Max Historical Loss (14d): -47.1%