Finance

HOS Move Probability $6.98 +0.42 (+6.3%)

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 HOS Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
63.5%
Stock touched +5.0% ($7.33) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
29.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.17x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.2%
$6.20 — $7.76

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 510 historical windows (2024-09-23 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-31.4% to -27.8%: 2 occurrences (0.4%) -29.6% -27.8% to -24.2%: 3 occurrences (0.6%) -24.2% to -20.6%: 6 occurrences (1.2%) -20.6% to -17.0%: 11 occurrences (2.2%) -18.8% -17.0% to -13.4%: 25 occurrences (4.9%) -13.4% to -9.8%: 50 occurrences (9.8%) -9.8% to -6.3%: 50 occurrences (9.8%) -8.1% -6.3% to -2.7%: 64 occurrences (12.5%) -2.7% to +0.9%: 73 occurrences (14.3%) +0.9% to +4.5%: 64 occurrences (12.5%) 2.7% +4.5% to +8.1%: 61 occurrences (12.0%) +8.1% to +11.7%: 42 occurrences (8.2%) +11.7% to +15.3%: 40 occurrences (7.8%) 13.5% +15.3% to +18.9%: 12 occurrences (2.4%) +18.9% to +22.5%: 5 occurrences (1.0%) +22.5% to +26.0%: 2 occurrences (0.4%) 24.3%
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) 63.5% 29.2% Model-free reality across 510 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.0% Adjusts normal bell curve for real-world skewness (-0.13) and kurtosis (3.82).
Standard Normal (Black-Scholes / GBM) 66.2% 33.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.8% 28.6% Filters for historical windows that started with volatility similar to current 20-day HV (419 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 47.4%
  • Recent 20-Day HV: 43.2%
  • Parkinson Intraday Volatility: 38.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +12.3%
  • Bottom 10% Move (10th percentile): -13.0%
  • Max Historical Gain (14d): +26.0%
  • Max Historical Loss (14d): -31.4%