Finance

KMB Move Probability $106.65 -1.66 (-1.5%)

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 KMB Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
32.9%
Stock touched +5.0% ($111.98) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
15.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.11x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.7%
$100.55 — $112.75

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%.

-17.0% to -15.0%: 3 occurrences (0.6%) -16.0% -15.0% to -12.9%: 8 occurrences (1.6%) -12.9% to -10.8%: 3 occurrences (0.6%) -10.8% to -8.8%: 20 occurrences (3.9%) -9.8% -8.8% to -6.7%: 13 occurrences (2.6%) -6.7% to -4.6%: 45 occurrences (8.9%) -4.6% to -2.6%: 87 occurrences (17.1%) -3.6% -2.6% to -0.5%: 95 occurrences (18.7%) -0.5% to +1.5%: 78 occurrences (15.4%) +1.5% to +3.6%: 47 occurrences (9.3%) 2.6% +3.6% to +5.7%: 45 occurrences (8.9%) +5.7% to +7.7%: 32 occurrences (6.3%) +7.7% to +9.8%: 18 occurrences (3.5%) 8.8% +9.8% to +11.9%: 9 occurrences (1.8%) +11.9% to +13.9%: 3 occurrences (0.6%) +13.9% to +16.0%: 2 occurrences (0.4%) 15.0%
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) 32.9% 15.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.7% Adjusts normal bell curve for real-world skewness (-2.1) and kurtosis (21.52).
Standard Normal (Black-Scholes / GBM) 39.3% 19.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 35.2% 17.7% Filters for historical windows that started with volatility similar to current 20-day HV (327 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 24.3%
  • Recent 20-Day HV: 26.2%
  • Parkinson Intraday Volatility: 18.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +6.3%
  • Bottom 10% Move (10th percentile): -6.5%
  • Max Historical Gain (14d): +16.0%
  • Max Historical Loss (14d): -17.0%