Finance

LYNX Move Probability $14.55 +3.17 (+27.9%)

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)
48.8%
Stock touched +5.0% ($15.28) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
4.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
10.50x
You are 10.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.9%
$11.22 — $17.89

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 43 historical windows (2026-08-19 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-20.5% to -17.5%: 4 occurrences (9.3%) -19.0% -17.5% to -14.5%: 3 occurrences (7.0%) -14.5% to -11.6%: 5 occurrences (11.6%) -11.6% to -8.6%: 6 occurrences (14.0%) -10.1% -8.6% to -5.6%: 4 occurrences (9.3%) -5.6% to -2.7%: 7 occurrences (16.3%) -2.7% to +0.3%: 8 occurrences (18.6%) -1.2% +0.3% to +3.3%: 3 occurrences (7.0%) +3.3% to +6.2%: 2 occurrences (4.7%) +6.2% to +9.2%: 0 occurrences (0.0%) 7.7% +9.2% to +12.2%: 0 occurrences (0.0%) +12.2% to +15.1%: 0 occurrences (0.0%) +15.1% to +18.1%: 0 occurrences (0.0%) 16.6% +18.1% to +21.1%: 0 occurrences (0.0%) +21.1% to +24.0%: 0 occurrences (0.0%) +24.0% to +27.0%: 1 occurrences (2.3%) 25.5%
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) 48.8% 4.7% Model-free reality across 43 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.1% Adjusts normal bell curve for real-world skewness (0.86) and kurtosis (6.24).
Standard Normal (Black-Scholes / GBM) 83.1% 41.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 97.2%
  • Recent 20-Day HV: 147.4%
  • Parkinson Intraday Volatility: 68.5%
  • Vol Trend: Expanded (+52% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.9%
  • Top 10% Move (90th percentile): +1.4%
  • Bottom 10% Move (10th percentile): -17.1%
  • Max Historical Gain (14d): +27.0%
  • Max Historical Loss (14d): -20.5%