Finance

OGEN Move Probability $0.43 -0.01 (-1.4%)

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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Touch Probability (First Passage)
53.3%
Stock touched +5.0% ($0.45) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
17.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.10x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.0%
$0.32 — $0.54

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-71.0% to -63.3%: 9 occurrences (1.8%) -67.1% -63.3% to -55.6%: 5 occurrences (1.0%) -55.6% to -47.9%: 0 occurrences (0.0%) -47.9% to -40.2%: 3 occurrences (0.6%) -44.0% -40.2% to -32.5%: 9 occurrences (1.8%) -32.5% to -24.8%: 27 occurrences (5.3%) -24.8% to -17.1%: 46 occurrences (9.1%) -21.0% -17.1% to -9.4%: 87 occurrences (17.2%) -9.4% to -1.7%: 153 occurrences (30.2%) -1.7% to +6.0%: 90 occurrences (17.8%) 2.1% +6.0% to +13.7%: 31 occurrences (6.1%) +13.7% to +21.4%: 23 occurrences (4.5%) +21.4% to +29.1%: 12 occurrences (2.4%) 25.2% +29.1% to +36.8%: 4 occurrences (0.8%) +36.8% to +44.5%: 5 occurrences (1.0%) +44.5% to +52.2%: 3 occurrences (0.6%) 48.3%
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) 53.3% 17.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.8% Adjusts normal bell curve for real-world skewness (-4.56) and kurtosis (66.09).
Standard Normal (Black-Scholes / GBM) 84.5% 42.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 20.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (25 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 106.0%
  • Recent 20-Day HV: 21.3%
  • Parkinson Intraday Volatility: 70.1%
  • Vol Trend: Compressed (-80% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.4%
  • Top 10% Move (90th percentile): +12.0%
  • Bottom 10% Move (10th percentile): -25.0%
  • Max Historical Gain (14d): +52.2%
  • Max Historical Loss (14d): -71.0%