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.

← Back to OKLO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
66.3%
Stock touched +5.0% ($24.73) at least once during 4 trading days.
Median first touch: Day 1 of 4
Expiration Close Probability
31.3%
Stock closed at or beyond +5.0% at the end of the 4-day window.
The Touch Multiple
2.12x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.7%
$20.09 — $27.01

Historical 4-Day Return Distribution

Frequency of rolling 4-day percentage returns over 517 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-32.0% to -24.3%: 8 occurrences (1.5%) -28.1% -24.3% to -16.6%: 28 occurrences (5.4%) -16.6% to -8.9%: 77 occurrences (14.9%) -8.9% to -1.2%: 149 occurrences (28.8%) -5.0% -1.2% to +6.5%: 105 occurrences (20.3%) +6.5% to +14.2%: 57 occurrences (11.0%) +14.2% to +22.0%: 42 occurrences (8.1%) 18.1% +22.0% to +29.7%: 23 occurrences (4.4%) +29.7% to +37.4%: 12 occurrences (2.3%) +37.4% to +45.1%: 7 occurrences (1.4%) 41.2% +45.1% to +52.8%: 3 occurrences (0.6%) +52.8% to +60.5%: 1 occurrences (0.2%) +60.5% to +68.2%: 1 occurrences (0.2%) 64.4% +68.2% to +75.9%: 2 occurrences (0.4%) +75.9% to +83.6%: 1 occurrences (0.2%) +83.6% to +91.3%: 1 occurrences (0.2%) 87.5%
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) 66.3% 31.3% Model-free reality across 517 historical 4-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.6% Adjusts normal bell curve for real-world skewness (0.54) and kurtosis (2.02).
Standard Normal (Black-Scholes / GBM) 74.0% 37.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.0% 32.3% 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

4-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +21.0%
  • Bottom 10% Move (10th percentile): -14.6%
  • Max Historical Gain (4d): +91.3%
  • Max Historical Loss (4d): -32.0%