Finance

OLMA Move Probability $7.03 -0.21 (-3.0%)

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)
70.7%
Stock touched +5.0% ($7.38) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.43x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.4%
$5.38 — $8.68

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%.

-42.9% to -24.8%: 50 occurrences (9.8%) -33.9% -24.8% to -6.6%: 173 occurrences (34.1%) -6.6% to +11.6%: 175 occurrences (34.4%) +11.6% to +29.7%: 59 occurrences (11.6%) 20.6% +29.7% to +47.9%: 24 occurrences (4.7%) +47.9% to +66.1%: 13 occurrences (2.6%) +66.1% to +84.2%: 0 occurrences (0.0%) 75.1% +84.2% to +102.4%: 0 occurrences (0.0%) +102.4% to +120.6%: 0 occurrences (0.0%) +120.6% to +138.7%: 2 occurrences (0.4%) 129.6% +138.7% to +156.9%: 1 occurrences (0.2%) +156.9% to +175.1%: 0 occurrences (0.0%) +175.1% to +193.2%: 1 occurrences (0.2%) 184.2% +193.2% to +211.4%: 1 occurrences (0.2%) +211.4% to +229.6%: 4 occurrences (0.8%) +229.6% to +247.7%: 5 occurrences (1.0%) 238.7%
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) 70.7% 29.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.7% Adjusts normal bell curve for real-world skewness (4.8) and kurtosis (70.14).
Standard Normal (Black-Scholes / GBM) 83.5% 41.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 57.4% 12.7% Filters for historical windows that started with volatility similar to current 20-day HV (204 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 99.5%
  • Recent 20-Day HV: 51.2%
  • Parkinson Intraday Volatility: 71.0%
  • Vol Trend: Compressed (-49% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.4%
  • Top 10% Move (90th percentile): +29.6%
  • Bottom 10% Move (10th percentile): -24.3%
  • Max Historical Gain (14d): +247.7%
  • Max Historical Loss (14d): -42.9%