Finance

ONTF Move Probability $8.11 +0.01 (+0.1%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
43.9%
Stock touched +5.0% ($8.51) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
22.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.1%
$7.29 — $8.92

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 367 historical windows (2024-09-23 to 2026-03-31). The colored bar indicates the win zone for +5.0%.

-20.3% to -16.6%: 10 occurrences (2.7%) -18.5% -16.6% to -12.9%: 11 occurrences (3.0%) -12.9% to -9.2%: 13 occurrences (3.5%) -9.2% to -5.5%: 23 occurrences (6.3%) -7.3% -5.5% to -1.8%: 60 occurrences (16.3%) -1.8% to +1.9%: 122 occurrences (33.2%) +1.9% to +5.6%: 53 occurrences (14.4%) 3.8% +5.6% to +9.3%: 27 occurrences (7.4%) +9.3% to +13.1%: 9 occurrences (2.5%) +13.1% to +16.8%: 17 occurrences (4.6%) 14.9% +16.8% to +20.5%: 8 occurrences (2.2%) +20.5% to +24.2%: 0 occurrences (0.0%) +24.2% to +27.9%: 0 occurrences (0.0%) 26.0% +27.9% to +31.6%: 0 occurrences (0.0%) +31.6% to +35.3%: 4 occurrences (1.1%) +35.3% to +39.0%: 10 occurrences (2.7%) 37.2%
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) 43.9% 22.3% Model-free reality across 367 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.4% Adjusts normal bell curve for real-world skewness (4.51) and kurtosis (50.15).
Standard Normal (Black-Scholes / GBM) 62.9% 31.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 42.8%
  • Recent 20-Day HV: 2.5%
  • Parkinson Intraday Volatility: 23.9%
  • Vol Trend: Compressed (-94% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +13.7%
  • Bottom 10% Move (10th percentile): -8.4%
  • Max Historical Gain (14d): +39.0%
  • Max Historical Loss (14d): -20.3%