Finance

SFRX Move Probability $0.00 +0.00 (+8.3%)

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 SFRX Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
86.8%
Stock touched +5.0% ($0.00) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
31.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.78x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±23.5%
$0.00 — $0.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-39.0% to -33.3%: 4 occurrences (0.8%) -36.2% -33.3% to -27.6%: 3 occurrences (0.6%) -27.6% to -21.9%: 13 occurrences (2.7%) -21.9% to -16.2%: 43 occurrences (8.8%) -19.0% -16.2% to -10.5%: 67 occurrences (13.8%) -10.5% to -4.7%: 93 occurrences (19.1%) -4.7% to +1.0%: 74 occurrences (15.2%) -1.9% +1.0% to +6.7%: 56 occurrences (11.5%) +6.7% to +12.4%: 53 occurrences (10.9%) +12.4% to +18.1%: 42 occurrences (8.6%) 15.2% +18.1% to +23.8%: 20 occurrences (4.1%) +23.8% to +29.5%: 6 occurrences (1.2%) +29.5% to +35.2%: 10 occurrences (2.1%) 32.4% +35.2% to +41.0%: 1 occurrences (0.2%) +41.0% to +46.7%: 0 occurrences (0.0%) +46.7% to +52.4%: 1 occurrences (0.2%) 49.5%
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) 86.8% 31.3% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.3% Adjusts normal bell curve for real-world skewness (0.26) and kurtosis (0.93).
Standard Normal (Black-Scholes / GBM) 83.5% 41.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.2% 27.6% Filters for historical windows that started with volatility similar to current 20-day HV (387 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 99.6%
  • Recent 20-Day HV: 98.0%
  • Parkinson Intraday Volatility: 142.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.6%
  • Top 10% Move (90th percentile): +16.0%
  • Bottom 10% Move (10th percentile): -17.5%
  • Max Historical Gain (14d): +52.4%
  • Max Historical Loss (14d): -39.0%