Finance

XOM Move Probability $163.36 -5.91 (-3.5%)

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)
45.0%
Stock touched +5.0% ($171.53) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
22.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.9%
$153.70 — $173.02

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-08-19 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-14.4% to -12.4%: 6 occurrences (1.2%) -13.4% -12.4% to -10.5%: 6 occurrences (1.2%) -10.5% to -8.6%: 18 occurrences (3.6%) -8.6% to -6.7%: 13 occurrences (2.6%) -7.6% -6.7% to -4.7%: 25 occurrences (4.9%) -4.7% to -2.8%: 36 occurrences (7.1%) -2.8% to -0.9%: 57 occurrences (11.2%) -1.8% -0.9% to +1.0%: 86 occurrences (17.0%) +1.0% to +3.0%: 81 occurrences (16.0%) +3.0% to +4.9%: 62 occurrences (12.2%) 3.9% +4.9% to +6.8%: 39 occurrences (7.7%) +6.8% to +8.7%: 28 occurrences (5.5%) +8.7% to +10.7%: 23 occurrences (4.5%) 9.7% +10.7% to +12.6%: 9 occurrences (1.8%) +12.6% to +14.5%: 11 occurrences (2.2%) +14.5% to +16.4%: 7 occurrences (1.4%) 15.5%
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) 45.0% 22.7% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.4% Adjusts normal bell curve for real-world skewness (-0.49) and kurtosis (1.53).
Standard Normal (Black-Scholes / GBM) 40.9% 20.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 47.6% 25.7% Filters for historical windows that started with volatility similar to current 20-day HV (397 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 25.1%
  • Recent 20-Day HV: 26.1%
  • Parkinson Intraday Volatility: 20.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +8.7%
  • Bottom 10% Move (10th percentile): -5.6%
  • Max Historical Gain (14d): +16.4%
  • Max Historical Loss (14d): -14.4%