Finance

KRUS Move Probability $34.71 -2.45 (-6.6%)

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 KRUS Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
67.9%
Stock touched +5.0% ($36.45) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
33.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.02x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.2%
$29.43 — $39.99

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%.

-31.1% to -26.3%: 10 occurrences (2.0%) -28.7% -26.3% to -21.6%: 31 occurrences (6.1%) -21.6% to -16.9%: 26 occurrences (5.1%) -16.9% to -12.2%: 54 occurrences (10.6%) -14.6% -12.2% to -7.5%: 65 occurrences (12.8%) -7.5% to -2.8%: 53 occurrences (10.4%) -2.8% to +1.9%: 63 occurrences (12.4%) -0.4% +1.9% to +6.6%: 58 occurrences (11.4%) +6.6% to +11.4%: 40 occurrences (7.9%) +11.4% to +16.1%: 38 occurrences (7.5%) 13.7% +16.1% to +20.8%: 34 occurrences (6.7%) +20.8% to +25.5%: 17 occurrences (3.3%) +25.5% to +30.2%: 7 occurrences (1.4%) 27.9% +30.2% to +34.9%: 6 occurrences (1.2%) +34.9% to +39.6%: 3 occurrences (0.6%) +39.6% to +44.4%: 3 occurrences (0.6%) 42.0%
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) 67.9% 33.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.1% Adjusts normal bell curve for real-world skewness (0.23) and kurtosis (5.14).
Standard Normal (Black-Scholes / GBM) 74.9% 37.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 63.0% 28.9% Filters for historical windows that started with volatility similar to current 20-day HV (246 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.6%
  • Recent 20-Day HV: 45.8%
  • Parkinson Intraday Volatility: 48.1%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +19.0%
  • Bottom 10% Move (10th percentile): -20.0%
  • Max Historical Gain (14d): +44.4%
  • Max Historical Loss (14d): -31.1%