Finance

XOS Move Probability $2.85 -0.08 (-2.7%)

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 XOS Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
59.8%
Stock touched +5.0% ($2.99) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.81x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±50.0%
$1.43 — $4.27

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%.

-60.0% to -13.6%: 95 occurrences (18.7%) -36.8% -13.6% to +32.8%: 348 occurrences (68.5%) +32.8% to +79.2%: 24 occurrences (4.7%) +79.2% to +125.6%: 12 occurrences (2.4%) 102.4% +125.6% to +172.0%: 7 occurrences (1.4%) +172.0% to +218.4%: 2 occurrences (0.4%) +218.4% to +264.8%: 0 occurrences (0.0%) 241.6% +264.8% to +311.2%: 2 occurrences (0.4%) +311.2% to +357.6%: 2 occurrences (0.4%) +357.6% to +404.0%: 1 occurrences (0.2%) 380.8% +404.0% to +450.4%: 1 occurrences (0.2%) +450.4% to +496.8%: 0 occurrences (0.0%) +496.8% to +543.2%: 0 occurrences (0.0%) 520.0% +543.2% to +589.6%: 0 occurrences (0.0%) +589.6% to +636.0%: 5 occurrences (1.0%) +636.0% to +682.4%: 9 occurrences (1.8%) 659.2%
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) 59.8% 33.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.3% Adjusts normal bell curve for real-world skewness (10.93) and kurtosis (158.62).
Standard Normal (Black-Scholes / GBM) 92.2% 46.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.4% 34.2% Filters for historical windows that started with volatility similar to current 20-day HV (202 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 212.0%
  • Recent 20-Day HV: 71.3%
  • Parkinson Intraday Volatility: 63.5%
  • Vol Trend: Compressed (-66% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.1%
  • Top 10% Move (90th percentile): +60.7%
  • Bottom 10% Move (10th percentile): -18.7%
  • Max Historical Gain (14d): +682.4%
  • Max Historical Loss (14d): -60.0%