Finance

KLTR Move Probability $1.39 -0.01 (-0.7%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
67.5%
Stock touched +5.0% ($1.46) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.12x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.6%
$1.17 — $1.61

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%.

-31.3% to -25.1%: 6 occurrences (1.2%) -28.2% -25.1% to -18.9%: 17 occurrences (3.3%) -18.9% to -12.8%: 37 occurrences (7.3%) -12.8% to -6.6%: 89 occurrences (17.5%) -9.7% -6.6% to -0.5%: 113 occurrences (22.2%) -0.5% to +5.7%: 92 occurrences (18.1%) +5.7% to +11.8%: 66 occurrences (13.0%) 8.7% +11.8% to +18.0%: 42 occurrences (8.3%) +18.0% to +24.1%: 18 occurrences (3.5%) +24.1% to +30.3%: 9 occurrences (1.8%) 27.2% +30.3% to +36.4%: 5 occurrences (1.0%) +36.4% to +42.6%: 1 occurrences (0.2%) +42.6% to +48.7%: 2 occurrences (0.4%) 45.6% +48.7% to +54.9%: 4 occurrences (0.8%) +54.9% to +61.0%: 5 occurrences (1.0%) +61.0% to +67.2%: 2 occurrences (0.4%) 64.1%
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) 67.5% 31.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 24.1% Adjusts normal bell curve for real-world skewness (1.17) and kurtosis (7.17).
Standard Normal (Black-Scholes / GBM) 75.4% 37.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 56.9% 24.7% 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: 66.0%
  • Recent 20-Day HV: 39.4%
  • Parkinson Intraday Volatility: 52.1%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +16.3%
  • Bottom 10% Move (10th percentile): -13.3%
  • Max Historical Gain (14d): +67.2%
  • Max Historical Loss (14d): -31.3%