Finance

LINE Move Probability $34.24 -0.19 (-0.6%)

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

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Touch Probability (First Passage)
41.5%
Stock touched +5.0% ($35.96) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
19.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.18x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.6%
$31.30 — $37.19

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%.

-20.1% to -17.6%: 10 occurrences (2.0%) -18.9% -17.6% to -15.1%: 19 occurrences (3.7%) -15.1% to -12.5%: 13 occurrences (2.6%) -12.5% to -10.0%: 12 occurrences (2.4%) -11.3% -10.0% to -7.4%: 44 occurrences (8.7%) -7.4% to -4.9%: 70 occurrences (13.8%) -4.9% to -2.4%: 68 occurrences (13.4%) -3.6% -2.4% to +0.2%: 73 occurrences (14.4%) +0.2% to +2.7%: 60 occurrences (11.8%) +2.7% to +5.3%: 45 occurrences (8.9%) 4.0% +5.3% to +7.8%: 38 occurrences (7.5%) +7.8% to +10.3%: 32 occurrences (6.3%) +10.3% to +12.9%: 15 occurrences (3.0%) 11.6% +12.9% to +15.4%: 5 occurrences (1.0%) +15.4% to +18.0%: 2 occurrences (0.4%) +18.0% to +20.5%: 2 occurrences (0.4%) 19.2%
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) 41.5% 19.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.9% Adjusts normal bell curve for real-world skewness (-0.31) and kurtosis (5.02).
Standard Normal (Black-Scholes / GBM) 57.0% 28.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 27.8% 16.0% Filters for historical windows that started with volatility similar to current 20-day HV (144 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 36.5%
  • Recent 20-Day HV: 22.8%
  • Parkinson Intraday Volatility: 29.7%
  • Vol Trend: Compressed (-38% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.7%
  • Top 10% Move (90th percentile): +8.0%
  • Bottom 10% Move (10th percentile): -10.3%
  • Max Historical Gain (14d): +20.5%
  • Max Historical Loss (14d): -20.1%