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)
34.7%
Stock touched +5.0% ($14.73) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
17.5%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.99x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.5%
$13.25 — $14.80

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-17.8% to -15.0%: 2 occurrences (0.4%) -16.4% -15.0% to -12.3%: 5 occurrences (1.0%) -12.3% to -9.6%: 9 occurrences (1.7%) -9.6% to -6.8%: 28 occurrences (5.4%) -8.2% -6.8% to -4.1%: 65 occurrences (12.5%) -4.1% to -1.3%: 81 occurrences (15.5%) -1.3% to +1.4%: 125 occurrences (24.0%) 0.0% +1.4% to +4.1%: 88 occurrences (16.9%) +4.1% to +6.9%: 59 occurrences (11.3%) +6.9% to +9.6%: 41 occurrences (7.9%) 8.2% +9.6% to +12.3%: 6 occurrences (1.2%) +12.3% to +15.1%: 5 occurrences (1.0%) +15.1% to +17.8%: 4 occurrences (0.8%) 16.5% +17.8% to +20.6%: 1 occurrences (0.2%) +20.6% to +23.3%: 1 occurrences (0.2%) +23.3% to +26.0%: 1 occurrences (0.2%) 24.7%
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) 34.7% 17.5% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.4% Adjusts normal bell curve for real-world skewness (0.09) and kurtosis (1.14).
Standard Normal (Black-Scholes / GBM) 37.7% 18.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 35.3% 18.2% Filters for historical windows that started with volatility similar to current 20-day HV (303 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)

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +7.2%
  • Bottom 10% Move (10th percentile): -6.2%
  • Max Historical Gain (1d): +26.0%
  • Max Historical Loss (1d): -17.8%