Finance

ORGO Move Probability $0.99 -0.04 (-3.9%)

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)
66.7%
Stock touched +5.0% ($1.04) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.32x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.7%
$0.70 — $1.28

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%.

-82.6% to -73.7%: 14 occurrences (2.8%) -78.2% -73.7% to -64.8%: 0 occurrences (0.0%) -64.8% to -55.9%: 0 occurrences (0.0%) -55.9% to -47.0%: 0 occurrences (0.0%) -51.4% -47.0% to -38.1%: 6 occurrences (1.2%) -38.1% to -29.1%: 21 occurrences (4.1%) -29.1% to -20.2%: 48 occurrences (9.4%) -24.7% -20.2% to -11.3%: 70 occurrences (13.8%) -11.3% to -2.4%: 109 occurrences (21.5%) -2.4% to +6.5%: 114 occurrences (22.4%) 2.1% +6.5% to +15.5%: 60 occurrences (11.8%) +15.5% to +24.4%: 29 occurrences (5.7%) +24.4% to +33.3%: 15 occurrences (3.0%) 28.8% +33.3% to +42.2%: 10 occurrences (2.0%) +42.2% to +51.1%: 8 occurrences (1.6%) +51.1% to +60.0%: 4 occurrences (0.8%) 55.6%
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) 66.7% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 63.4% Adjusts normal bell curve for real-world skewness (-10.23) and kurtosis (172.95).
Standard Normal (Black-Scholes / GBM) 87.0% 43.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.0% 28.1% Filters for historical windows that started with volatility similar to current 20-day HV (288 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 126.2%
  • Recent 20-Day HV: 52.5%
  • Parkinson Intraday Volatility: 62.5%
  • Vol Trend: Compressed (-58% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.6%
  • Top 10% Move (90th percentile): +20.4%
  • Bottom 10% Move (10th percentile): -26.8%
  • Max Historical Gain (14d): +60.0%
  • Max Historical Loss (14d): -82.6%