Finance

ORCL Move Probability $129.09 -1.91 (-1.5%)

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)
63.0%
Stock touched +5.0% ($135.54) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.9%
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%)
±13.1%
$112.17 — $146.01

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%.

-35.4% to -30.3%: 4 occurrences (0.8%) -32.9% -30.3% to -25.3%: 8 occurrences (1.6%) -25.3% to -20.2%: 15 occurrences (3.0%) -20.2% to -15.1%: 21 occurrences (4.1%) -17.7% -15.1% to -10.1%: 54 occurrences (10.6%) -10.1% to -5.0%: 89 occurrences (17.5%) -5.0% to +0.1%: 83 occurrences (16.3%) -2.5% +0.1% to +5.1%: 63 occurrences (12.4%) +5.1% to +10.2%: 61 occurrences (12.0%) +10.2% to +15.3%: 48 occurrences (9.4%) 12.7% +15.3% to +20.3%: 16 occurrences (3.1%) +20.3% to +25.4%: 23 occurrences (4.5%) +25.4% to +30.5%: 13 occurrences (2.6%) 27.9% +30.5% to +35.5%: 3 occurrences (0.6%) +35.5% to +40.6%: 5 occurrences (1.0%) +40.6% to +45.7%: 2 occurrences (0.4%) 43.1%
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) 63.0% 33.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.6% Adjusts normal bell curve for real-world skewness (1.27) and kurtosis (12.02).
Standard Normal (Black-Scholes / GBM) 71.0% 35.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.7% 33.2% 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: 55.6%
  • Recent 20-Day HV: 57.6%
  • Parkinson Intraday Volatility: 38.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +18.5%
  • Bottom 10% Move (10th percentile): -14.7%
  • Max Historical Gain (14d): +45.7%
  • Max Historical Loss (14d): -35.4%