Finance

OXBC Move Probability $47.75 +0.50 (+1.1%)

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)
3.3%
Stock touched +5.0% ($50.14) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
2.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.14x
You are 1.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.7%
$46.46 — $49.04

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%.

-2.8% to -2.0%: 8 occurrences (1.6%) -2.4% -2.0% to -1.2%: 25 occurrences (5.1%) -1.2% to -0.3%: 75 occurrences (15.4%) -0.3% to +0.5%: 103 occurrences (21.1%) 0.1% +0.5% to +1.3%: 126 occurrences (25.9%) +1.3% to +2.2%: 51 occurrences (10.5%) +2.2% to +3.0%: 44 occurrences (9.0%) 2.6% +3.0% to +3.8%: 26 occurrences (5.3%) +3.8% to +4.7%: 13 occurrences (2.7%) +4.7% to +5.5%: 3 occurrences (0.6%) 5.1% +5.5% to +6.3%: 0 occurrences (0.0%) +6.3% to +7.2%: 3 occurrences (0.6%) +7.2% to +8.0%: 0 occurrences (0.0%) 7.6% +8.0% to +8.8%: 5 occurrences (1.0%) +8.8% to +9.6%: 2 occurrences (0.4%) +9.6% to +10.5%: 3 occurrences (0.6%) 10.1%
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) 3.3% 2.9% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.6% Adjusts normal bell curve for real-world skewness (2.85) and kurtosis (37.9).
Standard Normal (Black-Scholes / GBM) 7.2% 3.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 6.6% 6.2% Filters for historical windows that started with volatility similar to current 20-day HV (211 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 11.5%
  • Recent 20-Day HV: 6.8%
  • Parkinson Intraday Volatility: 5.0%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.7%
  • Top 10% Move (90th percentile): +3.3%
  • Bottom 10% Move (10th percentile): -0.8%
  • Max Historical Gain (14d): +10.5%
  • Max Historical Loss (14d): -2.8%