Finance

RXO Move Probability $28.81 +0.09 (+0.3%)

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)
70.1%
Stock touched +5.0% ($30.25) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.2%
Stock closed at or beyond +5.0% at the end of the 14-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%)
±16.1%
$24.18 — $33.44

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%.

-40.8% to -34.6%: 8 occurrences (1.6%) -37.7% -34.6% to -28.5%: 11 occurrences (2.2%) -28.5% to -22.3%: 15 occurrences (3.0%) -22.3% to -16.2%: 29 occurrences (5.7%) -19.3% -16.2% to -10.0%: 47 occurrences (9.3%) -10.0% to -3.9%: 74 occurrences (14.6%) -3.9% to +2.3%: 87 occurrences (17.1%) -0.8% +2.3% to +8.4%: 103 occurrences (20.3%) +8.4% to +14.6%: 45 occurrences (8.9%) +14.6% to +20.7%: 31 occurrences (6.1%) 17.6% +20.7% to +26.9%: 23 occurrences (4.5%) +26.9% to +33.0%: 5 occurrences (1.0%) +33.0% to +39.2%: 14 occurrences (2.8%) 36.1% +39.2% to +45.3%: 9 occurrences (1.8%) +45.3% to +51.5%: 6 occurrences (1.2%) +51.5% to +57.6%: 1 occurrences (0.2%) 54.6%
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) 70.1% 35.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.0% Adjusts normal bell curve for real-world skewness (-0.64) and kurtosis (6.83).
Standard Normal (Black-Scholes / GBM) 76.1% 38.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.5% 28.1% Filters for historical windows that started with volatility similar to current 20-day HV (249 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.1%
  • Recent 20-Day HV: 78.8%
  • Parkinson Intraday Volatility: 51.9%
  • Vol Trend: Expanded (+16% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +22.2%
  • Bottom 10% Move (10th percentile): -18.2%
  • Max Historical Gain (14d): +57.6%
  • Max Historical Loss (14d): -40.8%