Finance

KVYO Move Probability $21.80 +1.69 (+8.4%)

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)
69.3%
Stock touched +5.0% ($22.89) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±41.2%
$12.82 — $30.78

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-32.5% to +130.6%: 494 occurrences (97.2%) 49.0% +130.6% to +293.7%: 0 occurrences (0.0%) +293.7% to +456.7%: 0 occurrences (0.0%) +456.7% to +619.8%: 0 occurrences (0.0%) 538.3% +619.8% to +782.9%: 0 occurrences (0.0%) +782.9% to +946.0%: 3 occurrences (0.6%) +946.0% to +1109.1%: 2 occurrences (0.4%) 1027.5% +1109.1% to +1272.1%: 1 occurrences (0.2%) +1272.1% to +1435.2%: 0 occurrences (0.0%) +1435.2% to +1598.3%: 0 occurrences (0.0%) 1516.8% +1598.3% to +1761.4%: 0 occurrences (0.0%) +1761.4% to +1924.5%: 0 occurrences (0.0%) +1924.5% to +2087.5%: 1 occurrences (0.2%) 2006.0% +2087.5% to +2250.6%: 2 occurrences (0.4%) +2250.6% to +2413.7%: 1 occurrences (0.2%) +2413.7% to +2576.8%: 4 occurrences (0.8%) 2495.2%
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) 69.3% 37.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (16.27) and kurtosis (315.79).
Standard Normal (Black-Scholes / GBM) 90.6% 45.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.6% 39.5% Filters for historical windows that started with volatility similar to current 20-day HV (314 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 174.7%
  • Recent 20-Day HV: 62.9%
  • Parkinson Intraday Volatility: 48.3%
  • Vol Trend: Compressed (-64% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.7%
  • Top 10% Move (90th percentile): +19.3%
  • Bottom 10% Move (10th percentile): -18.9%
  • Max Historical Gain (14d): +2576.8%
  • Max Historical Loss (14d): -32.5%