Finance

OSCR Move Probability $33.46 -0.01 (-0.0%)

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)
76.6%
Stock touched +5.0% ($35.13) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
41.3%
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%)
±17.5%
$27.60 — $39.32

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-36.6% to -30.9%: 5 occurrences (1.0%) -33.7% -30.9% to -25.2%: 11 occurrences (2.2%) -25.2% to -19.6%: 22 occurrences (4.3%) -19.6% to -13.9%: 43 occurrences (8.4%) -16.7% -13.9% to -8.3%: 77 occurrences (15.1%) -8.3% to -2.6%: 45 occurrences (8.8%) -2.6% to +3.1%: 66 occurrences (13.0%) 0.2% +3.1% to +8.7%: 69 occurrences (13.6%) +8.7% to +14.4%: 56 occurrences (11.0%) +14.4% to +20.0%: 34 occurrences (6.7%) 17.2% +20.0% to +25.7%: 26 occurrences (5.1%) +25.7% to +31.4%: 18 occurrences (3.5%) +31.4% to +37.0%: 14 occurrences (2.8%) 34.2% +37.0% to +42.7%: 15 occurrences (2.9%) +42.7% to +48.3%: 6 occurrences (1.2%) +48.3% to +54.0%: 2 occurrences (0.4%) 51.2%
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) 76.6% 41.3% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.1% Adjusts normal bell curve for real-world skewness (0.38) and kurtosis (3.89).
Standard Normal (Black-Scholes / GBM) 78.1% 39.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 90.4% 59.6% Filters for historical windows that started with volatility similar to current 20-day HV (52 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 74.4%
  • Recent 20-Day HV: 37.7%
  • Parkinson Intraday Volatility: 61.2%
  • Vol Trend: Compressed (-49% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.2%
  • Top 10% Move (90th percentile): +26.6%
  • Bottom 10% Move (10th percentile): -17.5%
  • Max Historical Gain (14d): +54.0%
  • Max Historical Loss (14d): -36.6%