Finance

CEIN Move Probability $0.04 +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 CEIN Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
16.7%
Stock touched +5.0% ($0.04) at least once during 14 trading days.
Median first touch: Day 10 of 14
Expiration Close Probability
11.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.50x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.5%
$0.03 — $0.05

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 54 historical windows (2026-07-17 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-33.3% to -28.1%: 4 occurrences (7.4%) -30.7% -28.1% to -22.9%: 0 occurrences (0.0%) -22.9% to -17.7%: 0 occurrences (0.0%) -17.7% to -12.5%: 0 occurrences (0.0%) -15.1% -12.5% to -7.3%: 0 occurrences (0.0%) -7.3% to -2.1%: 0 occurrences (0.0%) -2.1% to +3.1%: 44 occurrences (81.5%) 0.5% +3.1% to +8.3%: 0 occurrences (0.0%) +8.3% to +13.5%: 0 occurrences (0.0%) +13.5% to +18.8%: 0 occurrences (0.0%) 16.1% +18.8% to +24.0%: 0 occurrences (0.0%) +24.0% to +29.2%: 0 occurrences (0.0%) +29.2% to +34.4%: 2 occurrences (3.7%) 31.8% +34.4% to +39.6%: 0 occurrences (0.0%) +39.6% to +44.8%: 0 occurrences (0.0%) +44.8% to +50.0%: 4 occurrences (7.4%) 47.4%
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) 16.7% 11.1% Model-free reality across 54 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.2% Adjusts normal bell curve for real-world skewness (0.56) and kurtosis (20.38).
Standard Normal (Black-Scholes / GBM) 86.9% 43.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 125.2%
  • Recent 20-Day HV: 102.1%
  • Parkinson Intraday Volatility: 184.7%
  • Vol Trend: Compressed (-18% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +33.3%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +50.0%
  • Max Historical Loss (14d): -33.3%