Finance

ONDS Move Probability $5.33 +0.82 (+18.1%)

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)
84.0%
Stock touched +5.0% ($5.60) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
45.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.86x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±28.7%
$3.80 — $6.86

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%.

-59.3% to -40.2%: 13 occurrences (2.6%) -49.8% -40.2% to -21.1%: 57 occurrences (11.2%) -21.1% to -1.9%: 153 occurrences (30.2%) -1.9% to +17.2%: 117 occurrences (23.1%) 7.6% +17.2% to +36.3%: 61 occurrences (12.0%) +36.3% to +55.5%: 50 occurrences (9.9%) +55.5% to +74.6%: 29 occurrences (5.7%) 65.0% +74.6% to +93.7%: 12 occurrences (2.4%) +93.7% to +112.9%: 7 occurrences (1.4%) +112.9% to +132.0%: 1 occurrences (0.2%) 122.4% +132.0% to +151.1%: 1 occurrences (0.2%) +151.1% to +170.3%: 1 occurrences (0.2%) +170.3% to +189.4%: 1 occurrences (0.2%) 179.8% +189.4% to +208.5%: 1 occurrences (0.2%) +208.5% to +227.6%: 1 occurrences (0.2%) +227.6% to +246.8%: 2 occurrences (0.4%) 237.2%
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) 84.0% 45.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.0% Adjusts normal bell curve for real-world skewness (0.4) and kurtosis (1.09).
Standard Normal (Black-Scholes / GBM) 86.5% 43.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 86.4% 48.6% Filters for historical windows that started with volatility similar to current 20-day HV (346 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 121.7%
  • Recent 20-Day HV: 112.2%
  • Parkinson Intraday Volatility: 114.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.0%
  • Top 10% Move (90th percentile): +57.0%
  • Bottom 10% Move (10th percentile): -25.2%
  • Max Historical Gain (14d): +246.8%
  • Max Historical Loss (14d): -59.3%