Finance

TELO Move Probability $1.05 -0.10 (-8.7%)

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 TELO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
65.4%
Stock touched +5.0% ($1.10) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
23.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.74x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.3%
$0.82 — $1.28

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%.

-43.8% to -34.9%: 18 occurrences (3.5%) -39.4% -34.9% to -26.1%: 23 occurrences (4.5%) -26.1% to -17.2%: 43 occurrences (8.5%) -17.2% to -8.3%: 102 occurrences (20.1%) -12.7% -8.3% to +0.6%: 145 occurrences (28.5%) +0.6% to +9.5%: 97 occurrences (19.1%) +9.5% to +18.4%: 41 occurrences (8.1%) 13.9% +18.4% to +27.2%: 14 occurrences (2.8%) +27.2% to +36.1%: 8 occurrences (1.6%) +36.1% to +45.0%: 1 occurrences (0.2%) 40.6% +45.0% to +53.9%: 3 occurrences (0.6%) +53.9% to +62.8%: 2 occurrences (0.4%) +62.8% to +71.6%: 4 occurrences (0.8%) 67.2% +71.6% to +80.5%: 5 occurrences (1.0%) +80.5% to +89.4%: 0 occurrences (0.0%) +89.4% to +98.3%: 2 occurrences (0.4%) 93.8%
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) 65.4% 23.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.0% Adjusts normal bell curve for real-world skewness (2.61) and kurtosis (25.92).
Standard Normal (Black-Scholes / GBM) 82.7% 41.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.8% 23.3% Filters for historical windows that started with volatility similar to current 20-day HV (159 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.8%
  • Recent 20-Day HV: 46.2%
  • Parkinson Intraday Volatility: 65.1%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.8%
  • Top 10% Move (90th percentile): +14.2%
  • Bottom 10% Move (10th percentile): -24.1%
  • Max Historical Gain (14d): +98.3%
  • Max Historical Loss (14d): -43.8%