Finance

HIMX Move Probability $11.91 +0.06 (+0.5%)

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 HIMX Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
73.6%
Stock touched +5.0% ($12.51) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
44.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.66x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.4%
$9.72 — $14.11

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%.

-37.1% to -29.2%: 6 occurrences (1.2%) -33.2% -29.2% to -21.4%: 27 occurrences (5.3%) -21.4% to -13.6%: 48 occurrences (9.4%) -13.6% to -5.8%: 85 occurrences (16.7%) -9.7% -5.8% to +2.1%: 77 occurrences (15.2%) +2.1% to +9.9%: 112 occurrences (22.0%) +9.9% to +17.7%: 68 occurrences (13.4%) 13.8% +17.7% to +25.6%: 31 occurrences (6.1%) +25.6% to +33.4%: 20 occurrences (3.9%) +33.4% to +41.2%: 7 occurrences (1.4%) 37.3% +41.2% to +49.1%: 10 occurrences (2.0%) +49.1% to +56.9%: 1 occurrences (0.2%) +56.9% to +64.7%: 4 occurrences (0.8%) 60.8% +64.7% to +72.5%: 7 occurrences (1.4%) +72.5% to +80.4%: 2 occurrences (0.4%) +80.4% to +88.2%: 3 occurrences (0.6%) 84.3%
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) 73.6% 44.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.5% Adjusts normal bell curve for real-world skewness (0.51) and kurtosis (11.97).
Standard Normal (Black-Scholes / GBM) 79.1% 39.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.9% 41.4% Filters for historical windows that started with volatility similar to current 20-day HV (227 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 78.2%
  • Recent 20-Day HV: 50.3%
  • Parkinson Intraday Volatility: 55.4%
  • Vol Trend: Compressed (-36% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.7%
  • Top 10% Move (90th percentile): +26.5%
  • Bottom 10% Move (10th percentile): -16.6%
  • Max Historical Gain (14d): +88.2%
  • Max Historical Loss (14d): -37.1%