Finance

OSG Move Probability $4.74 -0.00 (-0.1%)

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)
54.8%
Stock touched +5.0% ($4.98) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
27.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.1%
$4.07 — $5.41

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-28.6% to -24.8%: 11 occurrences (2.2%) -26.7% -24.8% to -20.9%: 14 occurrences (2.8%) -20.9% to -17.1%: 26 occurrences (5.1%) -17.1% to -13.2%: 29 occurrences (5.7%) -15.2% -13.2% to -9.4%: 51 occurrences (10.1%) -9.4% to -5.6%: 62 occurrences (12.2%) -5.6% to -1.7%: 62 occurrences (12.2%) -3.6% -1.7% to +2.1%: 73 occurrences (14.4%) +2.1% to +6.0%: 58 occurrences (11.4%) +6.0% to +9.8%: 39 occurrences (7.7%) 7.9% +9.8% to +13.7%: 28 occurrences (5.5%) +13.7% to +17.5%: 21 occurrences (4.1%) +17.5% to +21.4%: 10 occurrences (2.0%) 19.4% +21.4% to +25.2%: 14 occurrences (2.8%) +25.2% to +29.0%: 4 occurrences (0.8%) +29.0% to +32.9%: 5 occurrences (1.0%) 31.0%
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) 54.8% 27.0% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.3% Adjusts normal bell curve for real-world skewness (1.24) and kurtosis (20.94).
Standard Normal (Black-Scholes / GBM) 73.0% 36.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 52.0% 28.0% Filters for historical windows that started with volatility similar to current 20-day HV (200 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.0%
  • Recent 20-Day HV: 35.9%
  • Parkinson Intraday Volatility: 44.6%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +14.0%
  • Bottom 10% Move (10th percentile): -17.0%
  • Max Historical Gain (14d): +32.9%
  • Max Historical Loss (14d): -28.6%