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)
69.2%
Stock touched +5.0% ($5.60) at least once during 4 trading days.
Median first touch: Day 1 of 4
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 4-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.3%
$4.51 — $6.15

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%.

-33.4% to -25.5%: 9 occurrences (1.7%) -29.5% -25.5% to -17.6%: 27 occurrences (5.2%) -17.6% to -9.6%: 58 occurrences (11.2%) -9.6% to -1.7%: 148 occurrences (28.6%) -5.6% -1.7% to +6.3%: 107 occurrences (20.7%) +6.3% to +14.2%: 75 occurrences (14.5%) +14.2% to +22.2%: 33 occurrences (6.4%) 18.2% +22.2% to +30.1%: 26 occurrences (5.0%) +30.1% to +38.0%: 12 occurrences (2.3%) +38.0% to +46.0%: 7 occurrences (1.4%) 42.0% +46.0% to +53.9%: 5 occurrences (1.0%) +53.9% to +61.9%: 4 occurrences (0.8%) +61.9% to +69.8%: 2 occurrences (0.4%) 65.8% +69.8% to +77.7%: 2 occurrences (0.4%) +77.7% to +85.7%: 1 occurrences (0.2%) +85.7% to +93.6%: 1 occurrences (0.2%) 89.7%
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) 69.2% 35.2% Model-free reality across 517 historical 4-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.0% Adjusts normal bell curve for real-world skewness (0.4) and kurtosis (1.09).
Standard Normal (Black-Scholes / GBM) 75.0% 37.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.7% 38.2% 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

4-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +23.9%
  • Bottom 10% Move (10th percentile): -14.4%
  • Max Historical Gain (4d): +93.6%
  • Max Historical Loss (4d): -33.4%