Finance

FLG Move Probability $10.34 -1.12 (-9.8%)

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 FLG Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
53.5%
Stock touched +5.0% ($10.85) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
28.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.8%
$9.43 — $11.24

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 510 historical windows (2024-09-23 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-24.9% to -20.9%: 5 occurrences (1.0%) -22.9% -20.9% to -16.9%: 5 occurrences (1.0%) -16.9% to -12.9%: 14 occurrences (2.7%) -12.9% to -9.0%: 37 occurrences (7.3%) -11.0% -9.0% to -5.0%: 76 occurrences (14.9%) -5.0% to -1.0%: 109 occurrences (21.4%) -1.0% to +3.0%: 83 occurrences (16.3%) 1.0% +3.0% to +7.0%: 77 occurrences (15.1%) +7.0% to +10.9%: 47 occurrences (9.2%) +10.9% to +14.9%: 25 occurrences (4.9%) 12.9% +14.9% to +18.9%: 14 occurrences (2.7%) +18.9% to +22.9%: 5 occurrences (1.0%) +22.9% to +26.8%: 1 occurrences (0.2%) 24.9% +26.8% to +30.8%: 4 occurrences (0.8%) +30.8% to +34.8%: 4 occurrences (0.8%) +34.8% to +38.8%: 4 occurrences (0.8%) 36.8%
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) 53.5% 28.2% Model-free reality across 510 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.1% Adjusts normal bell curve for real-world skewness (0.45) and kurtosis (4.53).
Standard Normal (Black-Scholes / GBM) 57.9% 28.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.7% 34.0% Filters for historical windows that started with volatility similar to current 20-day HV (303 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.3%
  • Recent 20-Day HV: 41.5%
  • Parkinson Intraday Volatility: 33.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +12.0%
  • Bottom 10% Move (10th percentile): -9.6%
  • Max Historical Gain (14d): +38.8%
  • Max Historical Loss (14d): -24.9%