Finance

XOM Move Probability $178.08 +0.20 (+0.1%)

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)
2.9%
Stock touched +5.0% ($186.98) at least once during 2 trading days.
Median first touch: Day 2 of 2
Expiration Close Probability
1.0%
Stock closed at or beyond +5.0% at the end of the 2-day window.
The Touch Multiple
3.00x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.2%
$174.14 — $182.02

Historical 2-Day Return Distribution

Frequency of rolling 2-day percentage returns over 520 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-12.0% to -10.9%: 1 occurrences (0.2%) -11.4% -10.9% to -9.7%: 0 occurrences (0.0%) -9.7% to -8.5%: 0 occurrences (0.0%) -8.5% to -7.4%: 1 occurrences (0.2%) -7.9% -7.4% to -6.2%: 1 occurrences (0.2%) -6.2% to -5.0%: 6 occurrences (1.2%) -5.0% to -3.8%: 7 occurrences (1.3%) -4.4% -3.8% to -2.7%: 28 occurrences (5.4%) -2.7% to -1.5%: 67 occurrences (12.9%) -1.5% to -0.3%: 89 occurrences (17.1%) -0.9% -0.3% to +0.8%: 103 occurrences (19.8%) +0.8% to +2.0%: 113 occurrences (21.7%) +2.0% to +3.2%: 68 occurrences (13.1%) 2.6% +3.2% to +4.3%: 23 occurrences (4.4%) +4.3% to +5.5%: 11 occurrences (2.1%) +5.5% to +6.7%: 2 occurrences (0.4%) 6.1%
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) 2.9% 1.0% Model-free reality across 520 historical 2-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.0% Adjusts normal bell curve for real-world skewness (-0.5) and kurtosis (1.64).
Standard Normal (Black-Scholes / GBM) 2.8% 1.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.4% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (234 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 24.9%
  • Recent 20-Day HV: 17.2%
  • Parkinson Intraday Volatility: 20.4%
  • Vol Trend: Compressed (-31% vs baseline)

2-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +2.9%
  • Bottom 10% Move (10th percentile): -2.4%
  • Max Historical Gain (2d): +6.7%
  • Max Historical Loss (2d): -12.0%