Finance

ORIC Move Probability $13.86 +0.07 (+0.5%)

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)
74.6%
Stock touched +5.0% ($14.55) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
39.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.91x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.1%
$11.07 — $16.65

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%.

-43.0% to -34.3%: 8 occurrences (1.6%) -38.7% -34.3% to -25.5%: 18 occurrences (3.5%) -25.5% to -16.7%: 44 occurrences (8.7%) -16.7% to -7.9%: 91 occurrences (17.9%) -12.3% -7.9% to +0.9%: 115 occurrences (22.6%) +0.9% to +9.7%: 78 occurrences (15.4%) +9.7% to +18.5%: 63 occurrences (12.4%) 14.1% +18.5% to +27.3%: 36 occurrences (7.1%) +27.3% to +36.1%: 28 occurrences (5.5%) +36.1% to +44.9%: 6 occurrences (1.2%) 40.5% +44.9% to +53.7%: 10 occurrences (2.0%) +53.7% to +62.5%: 4 occurrences (0.8%) +62.5% to +71.3%: 3 occurrences (0.6%) 66.9% +71.3% to +80.1%: 0 occurrences (0.0%) +80.1% to +88.9%: 1 occurrences (0.2%) +88.9% to +97.7%: 3 occurrences (0.6%) 93.3%
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) 74.6% 39.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.5% Adjusts normal bell curve for real-world skewness (-1.21) and kurtosis (19.89).
Standard Normal (Black-Scholes / GBM) 80.8% 40.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.2% 43.3% Filters for historical windows that started with volatility similar to current 20-day HV (263 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 85.3%
  • Recent 20-Day HV: 61.5%
  • Parkinson Intraday Volatility: 71.7%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +27.8%
  • Bottom 10% Move (10th percentile): -19.0%
  • Max Historical Gain (14d): +97.7%
  • Max Historical Loss (14d): -43.0%