Finance

RKLB Move Probability $53.65 +2.76 (+5.4%)

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)
86.4%
Stock touched +5.0% ($56.33) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
50.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.71x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.4%
$42.19 — $65.11

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%.

-39.1% to -30.0%: 18 occurrences (3.5%) -34.5% -30.0% to -20.9%: 41 occurrences (8.1%) -20.9% to -11.7%: 51 occurrences (10.0%) -11.7% to -2.6%: 69 occurrences (13.6%) -7.2% -2.6% to +6.5%: 84 occurrences (16.5%) +6.5% to +15.7%: 84 occurrences (16.5%) +15.7% to +24.8%: 56 occurrences (11.0%) 20.2% +24.8% to +33.9%: 36 occurrences (7.1%) +33.9% to +43.0%: 26 occurrences (5.1%) +43.0% to +52.2%: 10 occurrences (2.0%) 47.6% +52.2% to +61.3%: 10 occurrences (2.0%) +61.3% to +70.4%: 9 occurrences (1.8%) +70.4% to +79.6%: 3 occurrences (0.6%) 75.0% +79.6% to +88.7%: 5 occurrences (1.0%) +88.7% to +97.8%: 3 occurrences (0.6%) +97.8% to +106.9%: 3 occurrences (0.6%) 102.4%
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) 86.4% 50.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.7% Adjusts normal bell curve for real-world skewness (0.52) and kurtosis (2.26).
Standard Normal (Black-Scholes / GBM) 81.9% 41.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 83.1% 48.7% Filters for historical windows that started with volatility similar to current 20-day HV (236 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 90.6%
  • Recent 20-Day HV: 64.3%
  • Parkinson Intraday Volatility: 77.3%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: +5.6%
  • Top 10% Move (90th percentile): +39.2%
  • Bottom 10% Move (10th percentile): -22.9%
  • Max Historical Gain (14d): +106.9%
  • Max Historical Loss (14d): -39.1%