Finance

KDK Move Probability $1.15 -0.07 (-5.3%)

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 KDK Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
30.1%
Stock touched +5.0% ($1.21) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
9.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.26x
You are 3.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.0%
$0.98 — $1.32

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%.

-56.7% to -47.1%: 9 occurrences (1.8%) -51.9% -47.1% to -37.6%: 9 occurrences (1.8%) -37.6% to -28.1%: 12 occurrences (2.4%) -28.1% to -18.5%: 42 occurrences (8.3%) -23.3% -18.5% to -9.0%: 60 occurrences (11.8%) -9.0% to +0.5%: 256 occurrences (50.4%) +0.5% to +10.1%: 84 occurrences (16.5%) 5.3% +10.1% to +19.6%: 11 occurrences (2.2%) +19.6% to +29.1%: 4 occurrences (0.8%) +29.1% to +38.7%: 8 occurrences (1.6%) 33.9% +38.7% to +48.2%: 4 occurrences (0.8%) +48.2% to +57.7%: 4 occurrences (0.8%) +57.7% to +67.3%: 0 occurrences (0.0%) 62.5% +67.3% to +76.8%: 4 occurrences (0.8%) +76.8% to +86.3%: 0 occurrences (0.0%) +86.3% to +95.9%: 1 occurrences (0.2%) 91.1%
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) 30.1% 9.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.0% Adjusts normal bell curve for real-world skewness (-1.07) and kurtosis (7.55).
Standard Normal (Black-Scholes / GBM) 74.6% 37.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.1% 22.8% Filters for historical windows that started with volatility similar to current 20-day HV (127 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 63.8%
  • Recent 20-Day HV: 104.1%
  • Parkinson Intraday Volatility: 52.0%
  • Vol Trend: Expanded (+63% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +4.0%
  • Bottom 10% Move (10th percentile): -22.6%
  • Max Historical Gain (14d): +95.9%
  • Max Historical Loss (14d): -56.7%