Finance

KPLT Move Probability $8.30 +0.35 (+4.4%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
67.3%
Stock touched +5.0% ($8.72) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
41.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.61x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±43.9%
$4.66 — $11.94

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%.

-55.6% to +47.3%: 459 occurrences (90.4%) -4.1% +47.3% to +150.3%: 35 occurrences (6.9%) +150.3% to +253.3%: 0 occurrences (0.0%) +253.3% to +356.3%: 0 occurrences (0.0%) 304.8% +356.3% to +459.2%: 1 occurrences (0.2%) +459.2% to +562.2%: 3 occurrences (0.6%) +562.2% to +665.2%: 0 occurrences (0.0%) 613.7% +665.2% to +768.2%: 2 occurrences (0.4%) +768.2% to +871.1%: 0 occurrences (0.0%) +871.1% to +974.1%: 0 occurrences (0.0%) 922.6% +974.1% to +1077.1%: 1 occurrences (0.2%) +1077.1% to +1180.0%: 1 occurrences (0.2%) +1180.0% to +1283.0%: 1 occurrences (0.2%) 1231.5% +1283.0% to +1386.0%: 2 occurrences (0.4%) +1386.0% to +1489.0%: 1 occurrences (0.2%) +1489.0% to +1591.9%: 2 occurrences (0.4%) 1540.4%
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) 67.3% 41.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.2% Adjusts normal bell curve for real-world skewness (13.06) and kurtosis (232.83).
Standard Normal (Black-Scholes / GBM) 91.2% 45.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.7% 49.6% Filters for historical windows that started with volatility similar to current 20-day HV (113 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 186.3%
  • Recent 20-Day HV: 149.2%
  • Parkinson Intraday Volatility: 44.8%
  • Vol Trend: Compressed (-20% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +44.0%
  • Bottom 10% Move (10th percentile): -20.5%
  • Max Historical Gain (14d): +1591.9%
  • Max Historical Loss (14d): -55.6%