Finance

FLNT Move Probability $2.78 +0.03 (+1.1%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
72.9%
Stock touched +5.0% ($2.92) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.11x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.4%
$2.29 — $3.27

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%.

-30.9% to -23.8%: 20 occurrences (4.1%) -27.4% -23.8% to -16.8%: 40 occurrences (8.2%) -16.8% to -9.8%: 78 occurrences (16.0%) -9.8% to -2.8%: 76 occurrences (15.6%) -6.3% -2.8% to +4.3%: 93 occurrences (19.1%) +4.3% to +11.3%: 72 occurrences (14.8%) +11.3% to +18.3%: 48 occurrences (9.9%) 14.8% +18.3% to +25.3%: 27 occurrences (5.5%) +25.3% to +32.4%: 5 occurrences (1.0%) +32.4% to +39.4%: 9 occurrences (1.8%) 35.9% +39.4% to +46.4%: 4 occurrences (0.8%) +46.4% to +53.4%: 10 occurrences (2.1%) +53.4% to +60.5%: 2 occurrences (0.4%) 56.9% +60.5% to +67.5%: 0 occurrences (0.0%) +67.5% to +74.5%: 2 occurrences (0.4%) +74.5% to +81.5%: 1 occurrences (0.2%) 78.0%
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) 72.9% 34.5% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.2% Adjusts normal bell curve for real-world skewness (0.37) and kurtosis (2.2).
Standard Normal (Black-Scholes / GBM) 78.0% 39.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.0% 34.1% Filters for historical windows that started with volatility similar to current 20-day HV (252 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 74.0%
  • Recent 20-Day HV: 54.3%
  • Parkinson Intraday Volatility: 86.4%
  • Vol Trend: Compressed (-27% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +20.6%
  • Bottom 10% Move (10th percentile): -19.1%
  • Max Historical Gain (14d): +81.5%
  • Max Historical Loss (14d): -30.9%