Finance

OIG Move Probability $9.01 -0.44 (-4.7%)

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)
50.0%
Stock touched +5.0% ($9.46) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
50.00x
You are 50.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.7%
$7.41 — $10.61

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 10 historical windows (2026-09-18 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-22.6% to -21.0%: 2 occurrences (20.0%) -21.8% -21.0% to -19.4%: 0 occurrences (0.0%) -19.4% to -17.9%: 0 occurrences (0.0%) -17.9% to -16.3%: 0 occurrences (0.0%) -17.1% -16.3% to -14.8%: 0 occurrences (0.0%) -14.8% to -13.2%: 1 occurrences (10.0%) -13.2% to -11.7%: 0 occurrences (0.0%) -12.4% -11.7% to -10.1%: 0 occurrences (0.0%) -10.1% to -8.5%: 0 occurrences (0.0%) -8.5% to -7.0%: 3 occurrences (30.0%) -7.8% -7.0% to -5.4%: 0 occurrences (0.0%) -5.4% to -3.9%: 1 occurrences (10.0%) -3.9% to -2.3%: 1 occurrences (10.0%) -3.1% -2.3% to -0.8%: 1 occurrences (10.0%) -0.8% to +0.8%: 0 occurrences (0.0%) +0.8% to +2.4%: 1 occurrences (10.0%) 1.6%
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) 50.0% 0.0% Model-free reality across 10 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.5% Adjusts normal bell curve for real-world skewness (0.75) and kurtosis (0.03).
Standard Normal (Black-Scholes / GBM) 78.3% 39.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 75.2%
  • Recent 20-Day HV: 72.2%
  • Parkinson Intraday Volatility: 85.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -7.3%
  • Top 10% Move (90th percentile): -2.0%
  • Bottom 10% Move (10th percentile): -22.4%
  • Max Historical Gain (14d): +2.4%
  • Max Historical Loss (14d): -22.6%