Finance

OCUL Move Probability $6.49 -0.16 (-2.4%)

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)
67.9%
Stock touched +5.0% ($6.81) at least once during 14 trading days.
Median first touch: Day 3 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
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.2%
$5.44 — $7.54

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%.

-35.5% to -30.6%: 5 occurrences (1.0%) -33.1% -30.6% to -25.6%: 10 occurrences (2.0%) -25.6% to -20.7%: 19 occurrences (3.7%) -20.7% to -15.7%: 25 occurrences (4.9%) -18.2% -15.7% to -10.8%: 50 occurrences (9.8%) -10.8% to -5.8%: 76 occurrences (15.0%) -5.8% to -0.9%: 73 occurrences (14.4%) -3.3% -0.9% to +4.1%: 57 occurrences (11.2%) +4.1% to +9.0%: 62 occurrences (12.2%) +9.0% to +14.0%: 40 occurrences (7.9%) 11.5% +14.0% to +18.9%: 30 occurrences (5.9%) +18.9% to +23.9%: 26 occurrences (5.1%) +23.9% to +28.8%: 16 occurrences (3.1%) 26.4% +28.8% to +33.8%: 9 occurrences (1.8%) +33.8% to +38.8%: 8 occurrences (1.6%) +38.8% to +43.7%: 2 occurrences (0.4%) 41.2%
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) 67.9% 34.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.4% Adjusts normal bell curve for real-world skewness (0.03) and kurtosis (6.43).
Standard Normal (Black-Scholes / GBM) 76.3% 38.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.3% 44.2% Filters for historical windows that started with volatility similar to current 20-day HV (156 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.7%
  • Recent 20-Day HV: 98.9%
  • Parkinson Intraday Volatility: 57.3%
  • Vol Trend: Expanded (+44% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +20.8%
  • Bottom 10% Move (10th percentile): -17.7%
  • Max Historical Gain (14d): +43.7%
  • Max Historical Loss (14d): -35.5%