Finance

OTCM Move Probability $53.00 +0.49 (+0.9%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to OTCM Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
36.1%
Stock touched +5.0% ($55.65) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
12.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.93x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.3%
$49.64 — $56.36

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-10.8% to -9.0%: 6 occurrences (1.2%) -9.9% -9.0% to -7.2%: 12 occurrences (2.5%) -7.2% to -5.3%: 19 occurrences (3.9%) -5.3% to -3.5%: 53 occurrences (10.9%) -4.4% -3.5% to -1.7%: 70 occurrences (14.4%) -1.7% to +0.1%: 104 occurrences (21.4%) +0.1% to +1.9%: 70 occurrences (14.4%) 1.0% +1.9% to +3.7%: 57 occurrences (11.7%) +3.7% to +5.6%: 50 occurrences (10.3%) +5.6% to +7.4%: 19 occurrences (3.9%) 6.5% +7.4% to +9.2%: 13 occurrences (2.7%) +9.2% to +11.0%: 6 occurrences (1.2%) +11.0% to +12.8%: 5 occurrences (1.0%) 11.9% +12.8% to +14.6%: 1 occurrences (0.2%) +14.6% to +16.5%: 0 occurrences (0.0%) +16.5% to +18.3%: 2 occurrences (0.4%) 17.4%
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) 36.1% 12.3% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.2% Adjusts normal bell curve for real-world skewness (0.4) and kurtosis (5.62).
Standard Normal (Black-Scholes / GBM) 44.2% 22.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 25.8% 12.9% Filters for historical windows that started with volatility similar to current 20-day HV (31 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 26.9%
  • Recent 20-Day HV: 11.4%
  • Parkinson Intraday Volatility: 22.3%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.2%
  • Top 10% Move (90th percentile): +5.4%
  • Bottom 10% Move (10th percentile): -4.8%
  • Max Historical Gain (14d): +18.3%
  • Max Historical Loss (14d): -10.8%