Finance

ACIU Move Probability $2.48 +0.00 (+0.0%)

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 ACIU Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
67.5%
Stock touched +5.0% ($2.60) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.16x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.8%
$2.09 — $2.87

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%.

-32.4% to -26.7%: 6 occurrences (1.2%) -29.5% -26.7% to -20.9%: 13 occurrences (2.6%) -20.9% to -15.1%: 40 occurrences (7.9%) -15.1% to -9.4%: 75 occurrences (14.8%) -12.2% -9.4% to -3.6%: 85 occurrences (16.7%) -3.6% to +2.2%: 89 occurrences (17.5%) +2.2% to +7.9%: 68 occurrences (13.4%) 5.1% +7.9% to +13.7%: 55 occurrences (10.8%) +13.7% to +19.5%: 38 occurrences (7.5%) +19.5% to +25.2%: 20 occurrences (3.9%) 22.4% +25.2% to +31.0%: 11 occurrences (2.2%) +31.0% to +36.8%: 1 occurrences (0.2%) +36.8% to +42.5%: 4 occurrences (0.8%) 39.7% +42.5% to +48.3%: 1 occurrences (0.2%) +48.3% to +54.1%: 1 occurrences (0.2%) +54.1% to +59.8%: 1 occurrences (0.2%) 57.0%
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) 67.5% 31.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.1% Adjusts normal bell curve for real-world skewness (0.61) and kurtosis (3.63).
Standard Normal (Black-Scholes / GBM) 75.7% 37.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.6% 33.7% Filters for historical windows that started with volatility similar to current 20-day HV (315 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 67.0%
  • Recent 20-Day HV: 54.3%
  • Parkinson Intraday Volatility: 53.1%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +17.1%
  • Bottom 10% Move (10th percentile): -15.8%
  • Max Historical Gain (14d): +59.8%
  • Max Historical Loss (14d): -32.4%