Finance

ONTO Move Probability $222.13 +2.77 (+1.3%)

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)
72.8%
Stock touched +5.0% ($233.24) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.00x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.7%
$184.99 — $259.27

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%.

-31.2% to -25.8%: 9 occurrences (1.8%) -28.5% -25.8% to -20.4%: 32 occurrences (6.3%) -20.4% to -14.9%: 32 occurrences (6.3%) -14.9% to -9.5%: 36 occurrences (7.1%) -12.2% -9.5% to -4.1%: 65 occurrences (12.8%) -4.1% to +1.4%: 93 occurrences (18.3%) +1.4% to +6.8%: 87 occurrences (17.1%) 4.1% +6.8% to +12.2%: 38 occurrences (7.5%) +12.2% to +17.7%: 38 occurrences (7.5%) +17.7% to +23.1%: 25 occurrences (4.9%) 20.4% +23.1% to +28.5%: 24 occurrences (4.7%) +28.5% to +34.0%: 13 occurrences (2.6%) +34.0% to +39.4%: 10 occurrences (2.0%) 36.7% +39.4% to +44.8%: 4 occurrences (0.8%) +44.8% to +50.3%: 1 occurrences (0.2%) +50.3% to +55.7%: 1 occurrences (0.2%) 53.0%
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) 72.8% 36.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.8% Adjusts normal bell curve for real-world skewness (-0.94) and kurtosis (9.35).
Standard Normal (Black-Scholes / GBM) 77.0% 38.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.9% 38.6% Filters for historical windows that started with volatility similar to current 20-day HV (334 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.9%
  • Recent 20-Day HV: 60.8%
  • Parkinson Intraday Volatility: 45.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +23.2%
  • Bottom 10% Move (10th percentile): -18.2%
  • Max Historical Gain (14d): +55.7%
  • Max Historical Loss (14d): -31.2%