Finance

OKLO Move Probability $23.55 +4.35 (+22.7%)

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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Touch Probability (First Passage)
78.7%
Stock touched +5.0% ($24.73) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
38.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.07x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.5%
$17.07 — $30.03

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-52.8% to -40.4%: 6 occurrences (1.2%) -46.6% -40.4% to -28.0%: 25 occurrences (4.9%) -28.0% to -15.5%: 94 occurrences (18.5%) -15.5% to -3.1%: 131 occurrences (25.8%) -9.3% -3.1% to +9.3%: 73 occurrences (14.4%) +9.3% to +21.7%: 60 occurrences (11.8%) +21.7% to +34.1%: 39 occurrences (7.7%) 27.9% +34.1% to +46.5%: 31 occurrences (6.1%) +46.5% to +59.0%: 16 occurrences (3.2%) +59.0% to +71.4%: 9 occurrences (1.8%) 65.2% +71.4% to +83.8%: 4 occurrences (0.8%) +83.8% to +96.2%: 8 occurrences (1.6%) +96.2% to +108.6%: 7 occurrences (1.4%) 102.4% +108.6% to +121.0%: 2 occurrences (0.4%) +121.0% to +133.5%: 1 occurrences (0.2%) +133.5% to +145.9%: 1 occurrences (0.2%) 139.7%
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) 78.7% 38.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.1% Adjusts normal bell curve for real-world skewness (0.54) and kurtosis (2.02).
Standard Normal (Black-Scholes / GBM) 85.9% 43.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.5% 37.0% Filters for historical windows that started with volatility similar to current 20-day HV (381 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 116.7%
  • Recent 20-Day HV: 110.2%
  • Parkinson Intraday Volatility: 96.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +45.1%
  • Bottom 10% Move (10th percentile): -25.3%
  • Max Historical Gain (14d): +145.9%
  • Max Historical Loss (14d): -52.8%