Finance

RBOT Move Probability $1.99 -0.01 (-0.7%)

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 RBOT Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
46.7%
Stock touched +5.0% ($2.08) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
23.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.9%
$1.53 — $2.44

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-52.0% to -43.5%: 11 occurrences (2.2%) -47.7% -43.5% to -35.1%: 12 occurrences (2.4%) -35.1% to -26.6%: 35 occurrences (6.9%) -26.6% to -18.1%: 39 occurrences (7.7%) -22.4% -18.1% to -9.7%: 50 occurrences (9.9%) -9.7% to -1.2%: 50 occurrences (9.9%) -1.2% to +7.2%: 199 occurrences (39.3%) 3.0% +7.2% to +15.7%: 35 occurrences (6.9%) +15.7% to +24.1%: 16 occurrences (3.2%) +24.1% to +32.6%: 13 occurrences (2.6%) 28.4% +32.6% to +41.0%: 8 occurrences (1.6%) +41.0% to +49.5%: 11 occurrences (2.2%) +49.5% to +57.9%: 16 occurrences (3.2%) 53.7% +57.9% to +66.4%: 4 occurrences (0.8%) +66.4% to +74.9%: 6 occurrences (1.2%) +74.9% to +83.3%: 2 occurrences (0.4%) 79.1%
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) 46.7% 23.7% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.5% Adjusts normal bell curve for real-world skewness (0.91) and kurtosis (6.67).
Standard Normal (Black-Scholes / GBM) 83.1% 41.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (129 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 97.0%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 43.2%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +30.1%
  • Bottom 10% Move (10th percentile): -27.7%
  • Max Historical Gain (14d): +83.3%
  • Max Historical Loss (14d): -52.0%