Finance

RIOT Move Probability $14.03 +0.24 (+1.7%)

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

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
85.0%
Stock touched +5.0% ($14.73) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
48.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.76x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.7%
$11.13 — $16.92

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%.

-39.2% to -33.4%: 15 occurrences (3.0%) -36.3% -33.4% to -27.6%: 14 occurrences (2.8%) -27.6% to -21.9%: 16 occurrences (3.1%) -21.9% to -16.1%: 30 occurrences (5.9%) -19.0% -16.1% to -10.4%: 52 occurrences (10.2%) -10.4% to -4.6%: 52 occurrences (10.2%) -4.6% to +1.1%: 55 occurrences (10.8%) -1.7% +1.1% to +6.9%: 46 occurrences (9.1%) +6.9% to +12.7%: 52 occurrences (10.2%) +12.7% to +18.4%: 55 occurrences (10.8%) 15.5% +18.4% to +24.2%: 38 occurrences (7.5%) +24.2% to +29.9%: 36 occurrences (7.1%) +29.9% to +35.7%: 22 occurrences (4.3%) 32.8% +35.7% to +41.4%: 15 occurrences (3.0%) +41.4% to +47.2%: 7 occurrences (1.4%) +47.2% to +53.0%: 3 occurrences (0.6%) 50.1%
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) 85.0% 48.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.9% Adjusts normal bell curve for real-world skewness (0.09) and kurtosis (1.14).
Standard Normal (Black-Scholes / GBM) 81.3% 40.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.1% 51.4% Filters for historical windows that started with volatility similar to current 20-day HV (290 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.7%
  • Recent 20-Day HV: 65.6%
  • Parkinson Intraday Volatility: 74.3%
  • Vol Trend: Compressed (-25% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.8%
  • Top 10% Move (90th percentile): +28.8%
  • Bottom 10% Move (10th percentile): -20.2%
  • Max Historical Gain (14d): +53.0%
  • Max Historical Loss (14d): -39.2%