Finance

GIX Move Probability $9.99 +0.02 (+0.2%)

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)
0.0%
Stock touched +5.0% ($10.49) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.2%
$9.97 — $10.01

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 134 historical windows (2026-03-20 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-0.1% to -0.0%: 7 occurrences (5.2%) -0.1% -0.0% to +0.0%: 52 occurrences (38.8%) +0.0% to +0.1%: 0 occurrences (0.0%) +0.1% to +0.1%: 0 occurrences (0.0%) 0.1% +0.1% to +0.2%: 25 occurrences (18.7%) +0.2% to +0.3%: 0 occurrences (0.0%) +0.3% to +0.3%: 18 occurrences (13.4%) 0.3% +0.3% to +0.4%: 0 occurrences (0.0%) +0.4% to +0.5%: 22 occurrences (16.4%) +0.5% to +0.5%: 3 occurrences (2.2%) 0.5% +0.5% to +0.6%: 0 occurrences (0.0%) +0.6% to +0.6%: 7 occurrences (5.2%) +0.6% to +0.7%: 0 occurrences (0.0%) 0.7% +0.7% to +0.8%: 0 occurrences (0.0%) +0.8% to +0.8%: 0 occurrences (0.0%) +0.8% to +0.9%: 0 occurrences (0.0%) 0.9%
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) 0.0% 0.0% Model-free reality across 134 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (4.62) and kurtosis (21.7).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (17 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 1.0%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 0.1%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +0.4%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +0.6%
  • Max Historical Loss (14d): -0.1%