GOGY Move Probability $12.51 -0.49 (-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.
Touch Probability (First Passage)
74.1%
Stock touched +5.0% ($13.14) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±63.6%
$4.55 — $20.47
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). 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) | 74.1% | 38.5% | Model-free reality across 486 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 28.1% | Adjusts normal bell curve for real-world skewness (1.94) and kurtosis (23.27). |
| Standard Normal (Black-Scholes / GBM) | 93.9% | 46.9% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 270.0%
- Recent 20-Day HV: 50.5%
- Parkinson Intraday Volatility: 209.4%
- Vol Trend: Compressed (-81% vs baseline)
14-Day Return Quantiles
- Median Return: -0.7%
- Top 10% Move (90th percentile): +45.2%
- Bottom 10% Move (10th percentile): -32.8%
- Max Historical Gain (14d): +500.0%
- Max Historical Loss (14d): -68.4%