Finance

LINK Move Probability $4.17 +0.10 (+2.5%)

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

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
66.7%
Stock touched +5.0% ($4.38) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
39.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.5%
$3.15 — $5.19

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%.

-38.6% to -31.5%: 10 occurrences (2.0%) -35.0% -31.5% to -24.4%: 22 occurrences (4.3%) -24.4% to -17.2%: 43 occurrences (8.5%) -17.2% to -10.1%: 62 occurrences (12.2%) -13.7% -10.1% to -3.0%: 82 occurrences (16.1%) -3.0% to +4.1%: 83 occurrences (16.3%) +4.1% to +11.2%: 71 occurrences (14.0%) 7.6% +11.2% to +18.3%: 21 occurrences (4.1%) +18.3% to +25.4%: 18 occurrences (3.5%) +25.4% to +32.5%: 23 occurrences (4.5%) 29.0% +32.5% to +39.6%: 25 occurrences (4.9%) +39.6% to +46.7%: 23 occurrences (4.5%) +46.7% to +53.8%: 10 occurrences (2.0%) 50.3% +53.8% to +60.9%: 9 occurrences (1.8%) +60.9% to +68.1%: 2 occurrences (0.4%) +68.1% to +75.2%: 4 occurrences (0.8%) 71.6%
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) 66.7% 39.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.9% Adjusts normal bell curve for real-world skewness (0.63) and kurtosis (7.42).
Standard Normal (Black-Scholes / GBM) 84.2% 42.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.3% 41.7% Filters for historical windows that started with volatility similar to current 20-day HV (309 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 103.8%
  • Recent 20-Day HV: 89.2%
  • Parkinson Intraday Volatility: 45.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +38.5%
  • Bottom 10% Move (10th percentile): -20.1%
  • Max Historical Gain (14d): +75.2%
  • Max Historical Loss (14d): -38.6%