Finance

FLUX Move Probability $0.42 -0.00 (-0.3%)

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)
63.4%
Stock touched +5.0% ($0.44) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.9%
$0.30 — $0.53

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%.

-66.5% to -51.1%: 14 occurrences (2.8%) -58.8% -51.1% to -35.6%: 5 occurrences (1.0%) -35.6% to -20.2%: 99 occurrences (19.5%) -20.2% to -4.8%: 161 occurrences (31.7%) -12.5% -4.8% to +10.7%: 115 occurrences (22.6%) +10.7% to +26.1%: 50 occurrences (9.8%) +26.1% to +41.5%: 29 occurrences (5.7%) 33.8% +41.5% to +56.9%: 9 occurrences (1.8%) +56.9% to +72.4%: 6 occurrences (1.2%) +72.4% to +87.8%: 6 occurrences (1.2%) 80.1% +87.8% to +103.2%: 4 occurrences (0.8%) +103.2% to +118.7%: 3 occurrences (0.6%) +118.7% to +134.1%: 5 occurrences (1.0%) 126.4% +134.1% to +149.5%: 1 occurrences (0.2%) +149.5% to +165.0%: 0 occurrences (0.0%) +165.0% to +180.4%: 1 occurrences (0.2%) 172.7%
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) 63.4% 31.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.5% Adjusts normal bell curve for real-world skewness (0.42) and kurtosis (8.57).
Standard Normal (Black-Scholes / GBM) 86.1% 43.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.7% 21.7% Filters for historical windows that started with volatility similar to current 20-day HV (115 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 118.3%
  • Recent 20-Day HV: 203.5%
  • Parkinson Intraday Volatility: 76.0%
  • Vol Trend: Expanded (+72% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.2%
  • Top 10% Move (90th percentile): +32.5%
  • Bottom 10% Move (10th percentile): -25.9%
  • Max Historical Gain (14d): +180.4%
  • Max Historical Loss (14d): -66.5%