Finance

CULL Move Probability $10.12 -0.19 (-1.8%)

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 CULL Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
13.1%
Stock touched +5.0% ($10.62) at least once during 14 trading days.
Median first touch: Day 10 of 14
Expiration Close Probability
6.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.00x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.0%
$9.71 — $10.52

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-4.3% to -3.5%: 4 occurrences (0.8%) -3.9% -3.5% to -2.7%: 8 occurrences (1.6%) -2.7% to -1.8%: 18 occurrences (3.7%) -1.8% to -1.0%: 27 occurrences (5.5%) -1.4% -1.0% to -0.2%: 36 occurrences (7.4%) -0.2% to +0.7%: 79 occurrences (16.2%) +0.7% to +1.5%: 59 occurrences (12.1%) 1.1% +1.5% to +2.4%: 72 occurrences (14.8%) +2.4% to +3.2%: 57 occurrences (11.7%) +3.2% to +4.0%: 60 occurrences (12.3%) 3.6% +4.0% to +4.9%: 34 occurrences (7.0%) +4.9% to +5.7%: 18 occurrences (3.7%) +5.7% to +6.5%: 8 occurrences (1.6%) 6.1% +6.5% to +7.4%: 2 occurrences (0.4%) +7.4% to +8.2%: 2 occurrences (0.4%) +8.2% to +9.0%: 3 occurrences (0.6%) 8.6%
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) 13.1% 6.6% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.9% Adjusts normal bell curve for real-world skewness (0.07) and kurtosis (4.54).
Standard Normal (Black-Scholes / GBM) 22.0% 11.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 15.8% 7.7% Filters for historical windows that started with volatility similar to current 20-day HV (260 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 16.9%
  • Recent 20-Day HV: 12.6%
  • Parkinson Intraday Volatility: 8.2%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.6%
  • Top 10% Move (90th percentile): +4.5%
  • Bottom 10% Move (10th percentile): -1.2%
  • Max Historical Gain (14d): +9.0%
  • Max Historical Loss (14d): -4.3%