Finance

OLOX Move Probability $1.00 +0.26 (+34.7%)

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)
67.9%
Stock touched +5.0% ($1.05) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.78x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±107.6%
$0.01 — $2.08

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%.

-99.2% to +292.7%: 507 occurrences (99.8%) 96.7% +292.7% to +684.5%: 0 occurrences (0.0%) +684.5% to +1076.4%: 0 occurrences (0.0%) +1076.4% to +1468.3%: 0 occurrences (0.0%) 1272.3% +1468.3% to +1860.1%: 0 occurrences (0.0%) +1860.1% to +2252.0%: 0 occurrences (0.0%) +2252.0% to +2643.8%: 0 occurrences (0.0%) 2447.9% +2643.8% to +3035.7%: 0 occurrences (0.0%) +3035.7% to +3427.6%: 0 occurrences (0.0%) +3427.6% to +3819.4%: 0 occurrences (0.0%) 3623.5% +3819.4% to +4211.3%: 0 occurrences (0.0%) +4211.3% to +4603.1%: 0 occurrences (0.0%) +4603.1% to +4995.0%: 0 occurrences (0.0%) 4799.1% +4995.0% to +5386.9%: 0 occurrences (0.0%) +5386.9% to +5778.7%: 0 occurrences (0.0%) +5778.7% to +6170.6%: 1 occurrences (0.2%) 5974.7%
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) 67.9% 24.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.1% Adjusts normal bell curve for real-world skewness (-0.19) and kurtosis (158.59).
Standard Normal (Black-Scholes / GBM) 96.4% 48.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.5% 20.5% Filters for historical windows that started with volatility similar to current 20-day HV (185 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 456.5%
  • Recent 20-Day HV: 207.5%
  • Parkinson Intraday Volatility: 141.9%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: -17.0%
  • Top 10% Move (90th percentile): +40.3%
  • Bottom 10% Move (10th percentile): -50.1%
  • Max Historical Gain (14d): +6170.6%
  • Max Historical Loss (14d): -99.2%