Finance

KLAR Move Probability $13.12 -0.04 (-0.3%)

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 KLAR Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
66.3%
Stock touched +5.0% ($13.77) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
23.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.85x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.6%
$10.94 — $15.29

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 267 historical windows (2025-09-10 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-44.1% to -39.5%: 3 occurrences (1.1%) -41.8% -39.5% to -34.9%: 3 occurrences (1.1%) -34.9% to -30.3%: 8 occurrences (3.0%) -30.3% to -25.7%: 15 occurrences (5.6%) -28.0% -25.7% to -21.1%: 13 occurrences (4.9%) -21.1% to -16.5%: 12 occurrences (4.5%) -16.5% to -11.9%: 14 occurrences (5.2%) -14.2% -11.9% to -7.3%: 30 occurrences (11.2%) -7.3% to -2.7%: 42 occurrences (15.7%) -2.7% to +1.9%: 39 occurrences (14.6%) -0.4% +1.9% to +6.5%: 38 occurrences (14.2%) +6.5% to +11.1%: 20 occurrences (7.5%) +11.1% to +15.7%: 11 occurrences (4.1%) 13.4% +15.7% to +20.3%: 7 occurrences (2.6%) +20.3% to +24.9%: 10 occurrences (3.7%) +24.9% to +29.5%: 2 occurrences (0.7%) 27.2%
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) 66.3% 23.2% Model-free reality across 267 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.4% Adjusts normal bell curve for real-world skewness (-1.61) and kurtosis (11.93).
Standard Normal (Black-Scholes / GBM) 76.8% 38.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.8% 20.8% Filters for historical windows that started with volatility similar to current 20-day HV (48 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.2%
  • Recent 20-Day HV: 35.0%
  • Parkinson Intraday Volatility: 53.1%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.6%
  • Top 10% Move (90th percentile): +11.9%
  • Bottom 10% Move (10th percentile): -26.1%
  • Max Historical Gain (14d): +29.5%
  • Max Historical Loss (14d): -44.1%