Finance

OCGN Move Probability $0.81 -0.00 (-0.6%)

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)
75.6%
Stock touched +5.0% ($0.85) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.18x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.1%
$0.67 — $0.96

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%.

-29.0% to -23.1%: 27 occurrences (5.3%) -26.1% -23.1% to -17.2%: 40 occurrences (7.9%) -17.2% to -11.3%: 56 occurrences (11.0%) -11.3% to -5.4%: 80 occurrences (15.7%) -8.4% -5.4% to +0.5%: 78 occurrences (15.4%) +0.5% to +6.4%: 67 occurrences (13.2%) +6.4% to +12.3%: 43 occurrences (8.5%) 9.3% +12.3% to +18.2%: 32 occurrences (6.3%) +18.2% to +24.1%: 29 occurrences (5.7%) +24.1% to +30.0%: 20 occurrences (3.9%) 27.0% +30.0% to +35.9%: 13 occurrences (2.6%) +35.9% to +41.8%: 9 occurrences (1.8%) +41.8% to +47.7%: 6 occurrences (1.2%) 44.8% +47.7% to +53.6%: 2 occurrences (0.4%) +53.6% to +59.5%: 3 occurrences (0.6%) +59.5% to +65.4%: 3 occurrences (0.6%) 62.5%
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) 75.6% 34.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.5% Adjusts normal bell curve for real-world skewness (0.26) and kurtosis (3.61).
Standard Normal (Black-Scholes / GBM) 78.7% 39.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.7% 44.7% Filters for historical windows that started with volatility similar to current 20-day HV (197 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 76.7%
  • Recent 20-Day HV: 48.7%
  • Parkinson Intraday Volatility: 67.9%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +24.9%
  • Bottom 10% Move (10th percentile): -19.3%
  • Max Historical Gain (14d): +65.4%
  • Max Historical Loss (14d): -29.0%