Finance

OLP Move Probability $21.68 -0.40 (-1.8%)

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)
23.8%
Stock touched +5.0% ($22.76) at least once during 14 trading days.
Median first touch: Day 9 of 14
Expiration Close Probability
10.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.33x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.8%
$20.63 — $22.73

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%.

-10.9% to -9.5%: 2 occurrences (0.4%) -10.2% -9.5% to -8.2%: 9 occurrences (1.8%) -8.2% to -6.9%: 15 occurrences (3.0%) -6.9% to -5.6%: 24 occurrences (4.7%) -6.2% -5.6% to -4.3%: 36 occurrences (7.1%) -4.3% to -2.9%: 37 occurrences (7.3%) -2.9% to -1.6%: 52 occurrences (10.2%) -2.3% -1.6% to -0.3%: 56 occurrences (11.0%) -0.3% to +1.0%: 70 occurrences (13.8%) +1.0% to +2.3%: 61 occurrences (12.0%) 1.7% +2.3% to +3.7%: 50 occurrences (9.8%) +3.7% to +5.0%: 44 occurrences (8.7%) +5.0% to +6.3%: 29 occurrences (5.7%) 5.7% +6.3% to +7.6%: 14 occurrences (2.8%) +7.6% to +9.0%: 7 occurrences (1.4%) +9.0% to +10.3%: 2 occurrences (0.4%) 9.6%
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) 23.8% 10.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.4% Adjusts normal bell curve for real-world skewness (-0.12) and kurtosis (1.21).
Standard Normal (Black-Scholes / GBM) 31.4% 15.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 25.5% 12.8% Filters for historical windows that started with volatility similar to current 20-day HV (368 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 20.6%
  • Recent 20-Day HV: 17.8%
  • Parkinson Intraday Volatility: 11.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +5.0%
  • Bottom 10% Move (10th percentile): -5.5%
  • Max Historical Gain (14d): +10.3%
  • Max Historical Loss (14d): -10.9%