Finance

PKOH Move Probability $46.20 +0.05 (+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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Touch Probability (First Passage)
52.6%
Stock touched +5.0% ($48.51) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
37.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.41x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.8%
$41.66 — $50.74

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%.

-19.8% to -16.2%: 13 occurrences (2.6%) -18.0% -16.2% to -12.5%: 13 occurrences (2.6%) -12.5% to -8.8%: 36 occurrences (7.1%) -8.8% to -5.2%: 56 occurrences (11.0%) -7.0% -5.2% to -1.5%: 84 occurrences (16.5%) -1.5% to +2.2%: 71 occurrences (14.0%) +2.2% to +5.8%: 61 occurrences (12.0%) 4.0% +5.8% to +9.5%: 67 occurrences (13.2%) +9.5% to +13.2%: 47 occurrences (9.3%) +13.2% to +16.8%: 28 occurrences (5.5%) 15.0% +16.8% to +20.5%: 13 occurrences (2.6%) +20.5% to +24.2%: 11 occurrences (2.2%) +24.2% to +27.8%: 5 occurrences (1.0%) 26.0% +27.8% to +31.5%: 2 occurrences (0.4%) +31.5% to +35.2%: 0 occurrences (0.0%) +35.2% to +38.9%: 1 occurrences (0.2%) 37.0%
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) 52.6% 37.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.7% Adjusts normal bell curve for real-world skewness (0.44) and kurtosis (3.67).
Standard Normal (Black-Scholes / GBM) 62.0% 31.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.0% 38.7% Filters for historical windows that started with volatility similar to current 20-day HV (364 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 41.7%
  • Recent 20-Day HV: 35.2%
  • Parkinson Intraday Volatility: 18.9%
  • Vol Trend: Compressed (-16% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +13.9%
  • Bottom 10% Move (10th percentile): -9.8%
  • Max Historical Gain (14d): +38.9%
  • Max Historical Loss (14d): -19.8%