Finance

KRMN Move Probability $35.30 +0.28 (+0.8%)

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)
76.6%
Stock touched +5.0% ($37.06) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
46.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.64x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.3%
$29.53 — $41.07

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 410 historical windows (2025-02-13 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-39.5% to -33.5%: 6 occurrences (1.5%) -36.5% -33.5% to -27.5%: 21 occurrences (5.1%) -27.5% to -21.6%: 20 occurrences (4.9%) -21.6% to -15.6%: 27 occurrences (6.6%) -18.6% -15.6% to -9.6%: 41 occurrences (10.0%) -9.6% to -3.6%: 41 occurrences (10.0%) -3.6% to +2.3%: 43 occurrences (10.5%) -0.7% +2.3% to +8.3%: 46 occurrences (11.2%) +8.3% to +14.3%: 66 occurrences (16.1%) +14.3% to +20.3%: 36 occurrences (8.8%) 17.3% +20.3% to +26.2%: 35 occurrences (8.5%) +26.2% to +32.2%: 11 occurrences (2.7%) +32.2% to +38.2%: 9 occurrences (2.2%) 35.2% +38.2% to +44.2%: 4 occurrences (1.0%) +44.2% to +50.1%: 1 occurrences (0.2%) +50.1% to +56.1%: 3 occurrences (0.7%) 53.1%
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) 76.6% 46.8% Model-free reality across 410 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.8% Adjusts normal bell curve for real-world skewness (-0.34) and kurtosis (1.19).
Standard Normal (Black-Scholes / GBM) 76.5% 38.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.1% 43.9% Filters for historical windows that started with volatility similar to current 20-day HV (344 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 69.3%
  • Recent 20-Day HV: 70.6%
  • Parkinson Intraday Volatility: 58.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.1%
  • Top 10% Move (90th percentile): +23.9%
  • Bottom 10% Move (10th percentile): -23.8%
  • Max Historical Gain (14d): +56.1%
  • Max Historical Loss (14d): -39.5%