Finance

KO Move Probability $92.67 -0.84 (-0.9%)

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)
28.5%
Stock touched +5.0% ($97.30) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
14.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.2%
$88.76 — $96.58

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%.

-9.6% to -8.1%: 3 occurrences (0.6%) -8.8% -8.1% to -6.6%: 7 occurrences (1.4%) -6.6% to -5.1%: 8 occurrences (1.6%) -5.1% to -3.7%: 15 occurrences (3.0%) -4.4% -3.7% to -2.2%: 60 occurrences (11.8%) -2.2% to -0.7%: 97 occurrences (19.1%) -0.7% to +0.8%: 89 occurrences (17.5%) 0.0% +0.8% to +2.3%: 67 occurrences (13.2%) +2.3% to +3.7%: 65 occurrences (12.8%) +3.7% to +5.2%: 29 occurrences (5.7%) 4.5% +5.2% to +6.7%: 28 occurrences (5.5%) +6.7% to +8.2%: 16 occurrences (3.1%) +8.2% to +9.6%: 11 occurrences (2.2%) 8.9% +9.6% to +11.1%: 1 occurrences (0.2%) +11.1% to +12.6%: 11 occurrences (2.2%) +12.6% to +14.1%: 1 occurrences (0.2%) 13.3%
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) 28.5% 14.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 10.2% Adjusts normal bell curve for real-world skewness (0.44) and kurtosis (1.93).
Standard Normal (Black-Scholes / GBM) 24.7% 12.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 26.4% 14.0% Filters for historical windows that started with volatility similar to current 20-day HV (394 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 17.9%
  • Recent 20-Day HV: 16.3%
  • Parkinson Intraday Volatility: 15.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +6.0%
  • Bottom 10% Move (10th percentile): -3.1%
  • Max Historical Gain (14d): +14.1%
  • Max Historical Loss (14d): -9.6%