Finance

TKNO Move Probability $5.84 -1.58 (-21.3%)

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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Touch Probability (First Passage)
74.6%
Stock touched +5.0% ($6.13) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
40.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.4%
$4.71 — $6.97

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%.

-43.2% to -37.0%: 7 occurrences (1.4%) -40.1% -37.0% to -30.8%: 11 occurrences (2.2%) -30.8% to -24.6%: 14 occurrences (2.8%) -24.6% to -18.4%: 16 occurrences (3.1%) -21.5% -18.4% to -12.2%: 48 occurrences (9.4%) -12.2% to -6.0%: 76 occurrences (15.0%) -6.0% to +0.2%: 72 occurrences (14.2%) -2.9% +0.2% to +6.4%: 73 occurrences (14.4%) +6.4% to +12.6%: 61 occurrences (12.0%) +12.6% to +18.8%: 26 occurrences (5.1%) 15.7% +18.8% to +25.0%: 23 occurrences (4.5%) +25.0% to +31.2%: 29 occurrences (5.7%) +31.2% to +37.4%: 28 occurrences (5.5%) 34.3% +37.4% to +43.7%: 14 occurrences (2.8%) +43.7% to +49.9%: 7 occurrences (1.4%) +49.9% to +56.1%: 3 occurrences (0.6%) 53.0%
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) 74.6% 40.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.3% Adjusts normal bell curve for real-world skewness (0.29) and kurtosis (2.66).
Standard Normal (Black-Scholes / GBM) 80.1% 40.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.7% 43.3% Filters for historical windows that started with volatility similar to current 20-day HV (342 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 82.1%
  • Recent 20-Day HV: 99.9%
  • Parkinson Intraday Volatility: 67.8%
  • Vol Trend: Expanded (+22% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.2%
  • Top 10% Move (90th percentile): +31.4%
  • Bottom 10% Move (10th percentile): -18.0%
  • Max Historical Gain (14d): +56.1%
  • Max Historical Loss (14d): -43.2%