Finance

MOB Move Probability $3.07 -0.01 (-0.3%)

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)
83.1%
Stock touched +5.0% ($3.22) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
44.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.4%
$2.26 — $3.88

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%.

-44.1% to -32.1%: 15 occurrences (3.0%) -38.1% -32.1% to -20.1%: 52 occurrences (10.2%) -20.1% to -8.1%: 110 occurrences (21.7%) -8.1% to +3.8%: 97 occurrences (19.1%) -2.1% +3.8% to +15.8%: 83 occurrences (16.3%) +15.8% to +27.8%: 66 occurrences (13.0%) +27.8% to +39.8%: 31 occurrences (6.1%) 33.8% +39.8% to +51.8%: 17 occurrences (3.3%) +51.8% to +63.7%: 13 occurrences (2.6%) +63.7% to +75.7%: 10 occurrences (2.0%) 69.7% +75.7% to +87.7%: 5 occurrences (1.0%) +87.7% to +99.7%: 0 occurrences (0.0%) +99.7% to +111.6%: 2 occurrences (0.4%) 105.6% +111.6% to +123.6%: 2 occurrences (0.4%) +123.6% to +135.6%: 2 occurrences (0.4%) +135.6% to +147.6%: 3 occurrences (0.6%) 141.6%
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) 83.1% 44.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.8% Adjusts normal bell curve for real-world skewness (0.13) and kurtosis (1.13).
Standard Normal (Black-Scholes / GBM) 85.3% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.3% 35.1% Filters for historical windows that started with volatility similar to current 20-day HV (154 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 111.8%
  • Recent 20-Day HV: 72.5%
  • Parkinson Intraday Volatility: 85.8%
  • Vol Trend: Compressed (-35% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +41.8%
  • Bottom 10% Move (10th percentile): -22.9%
  • Max Historical Gain (14d): +147.6%
  • Max Historical Loss (14d): -44.1%