Finance

OPHC Move Probability $8.79 +0.11 (+1.2%)

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)
30.7%
Stock touched +5.0% ($9.23) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
21.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.43x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.3%
$8.15 — $9.44

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%.

-16.0% to -11.6%: 7 occurrences (1.4%) -13.8% -11.6% to -7.3%: 19 occurrences (3.7%) -7.3% to -2.9%: 92 occurrences (18.1%) -2.9% to +1.4%: 175 occurrences (34.4%) -0.7% +1.4% to +5.8%: 120 occurrences (23.6%) +5.8% to +10.2%: 39 occurrences (7.7%) +10.2% to +14.5%: 28 occurrences (5.5%) 12.3% +14.5% to +18.9%: 12 occurrences (2.4%) +18.9% to +23.2%: 2 occurrences (0.4%) +23.2% to +27.6%: 0 occurrences (0.0%) 25.4% +27.6% to +31.9%: 1 occurrences (0.2%) +31.9% to +36.3%: 0 occurrences (0.0%) +36.3% to +40.7%: 0 occurrences (0.0%) 38.5% +40.7% to +45.0%: 3 occurrences (0.6%) +45.0% to +49.4%: 7 occurrences (1.4%) +49.4% to +53.7%: 3 occurrences (0.6%) 51.6%
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) 30.7% 21.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.1% Adjusts normal bell curve for real-world skewness (1.55) and kurtosis (19.79).
Standard Normal (Black-Scholes / GBM) 50.6% 25.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 29.0% 21.4% Filters for historical windows that started with volatility similar to current 20-day HV (210 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.1%
  • Recent 20-Day HV: 32.8%
  • Parkinson Intraday Volatility: 17.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +11.5%
  • Bottom 10% Move (10th percentile): -5.0%
  • Max Historical Gain (14d): +53.7%
  • Max Historical Loss (14d): -16.0%