Finance

OGN Move Probability $13.74 -0.01 (-0.1%)

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)
45.7%
Stock touched +5.0% ($14.43) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
21.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.15x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.9%
$11.83 — $15.65

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%.

-36.1% to -25.9%: 20 occurrences (3.9%) -31.0% -25.9% to -15.7%: 36 occurrences (7.1%) -15.7% to -5.5%: 93 occurrences (18.3%) -5.5% to +4.8%: 249 occurrences (49.0%) -0.3% +4.8% to +15.0%: 63 occurrences (12.4%) +15.0% to +25.2%: 19 occurrences (3.7%) +25.2% to +35.4%: 4 occurrences (0.8%) 30.3% +35.4% to +45.7%: 8 occurrences (1.6%) +45.7% to +55.9%: 10 occurrences (2.0%) +55.9% to +66.1%: 1 occurrences (0.2%) 61.0% +66.1% to +76.3%: 1 occurrences (0.2%) +76.3% to +86.6%: 1 occurrences (0.2%) +86.6% to +96.8%: 1 occurrences (0.2%) 91.7% +96.8% to +107.0%: 0 occurrences (0.0%) +107.0% to +117.2%: 1 occurrences (0.2%) +117.2% to +127.5%: 1 occurrences (0.2%) 122.3%
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) 45.7% 21.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.5% Adjusts normal bell curve for real-world skewness (-0.23) and kurtosis (23.7).
Standard Normal (Black-Scholes / GBM) 72.6% 36.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (80 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 59.0%
  • Recent 20-Day HV: 2.9%
  • Parkinson Intraday Volatility: 40.0%
  • Vol Trend: Compressed (-95% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +14.4%
  • Bottom 10% Move (10th percentile): -16.2%
  • Max Historical Gain (14d): +127.5%
  • Max Historical Loss (14d): -36.1%