Finance

FLGT Move Probability $20.14 -0.18 (-0.9%)

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 FLGT Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
58.7%
Stock touched +5.0% ($21.15) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
30.9%
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%)
±13.4%
$17.45 — $22.83

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%.

-40.0% to -35.3%: 11 occurrences (2.2%) -37.6% -35.3% to -30.6%: 3 occurrences (0.6%) -30.6% to -25.9%: 0 occurrences (0.0%) -25.9% to -21.1%: 1 occurrences (0.2%) -23.5% -21.1% to -16.4%: 12 occurrences (2.4%) -16.4% to -11.7%: 12 occurrences (2.4%) -11.7% to -7.0%: 59 occurrences (11.6%) -9.4% -7.0% to -2.3%: 98 occurrences (19.3%) -2.3% to +2.4%: 93 occurrences (18.3%) +2.4% to +7.1%: 92 occurrences (18.1%) 4.8% +7.1% to +11.9%: 59 occurrences (11.6%) +11.9% to +16.6%: 30 occurrences (5.9%) +16.6% to +21.3%: 20 occurrences (3.9%) 18.9% +21.3% to +26.0%: 11 occurrences (2.2%) +26.0% to +30.7%: 4 occurrences (0.8%) +30.7% to +35.4%: 3 occurrences (0.6%) 33.1%
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) 58.7% 30.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.7% Adjusts normal bell curve for real-world skewness (-4.47) and kurtosis (64.64).
Standard Normal (Black-Scholes / GBM) 71.5% 35.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 56.3% 34.0% Filters for historical windows that started with volatility similar to current 20-day HV (247 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 56.7%
  • Recent 20-Day HV: 50.9%
  • Parkinson Intraday Volatility: 33.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +14.1%
  • Bottom 10% Move (10th percentile): -9.6%
  • Max Historical Gain (14d): +35.4%
  • Max Historical Loss (14d): -40.0%