Finance

SSKN Move Probability $0.19 -0.12 (-38.1%)

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 SSKN Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
30.6%
Stock touched +5.0% ($0.20) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
12.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.42x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±41.2%
$0.11 — $0.28

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-51.9% to +3.6%: 425 occurrences (83.8%) -24.2% +3.6% to +59.0%: 68 occurrences (13.4%) +59.0% to +114.5%: 0 occurrences (0.0%) +114.5% to +169.9%: 0 occurrences (0.0%) 142.2% +169.9% to +225.4%: 0 occurrences (0.0%) +225.4% to +280.8%: 0 occurrences (0.0%) +280.8% to +336.3%: 0 occurrences (0.0%) 308.5% +336.3% to +391.7%: 5 occurrences (1.0%) +391.7% to +447.2%: 1 occurrences (0.2%) +447.2% to +502.6%: 0 occurrences (0.0%) 474.9% +502.6% to +558.1%: 0 occurrences (0.0%) +558.1% to +613.5%: 0 occurrences (0.0%) +613.5% to +669.0%: 1 occurrences (0.2%) 641.3% +669.0% to +724.4%: 3 occurrences (0.6%) +724.4% to +779.9%: 0 occurrences (0.0%) +779.9% to +835.3%: 4 occurrences (0.8%) 807.6%
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) 30.6% 12.6% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (15.48) and kurtosis (311.44).
Standard Normal (Black-Scholes / GBM) 90.6% 45.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (154 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 174.8%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 50.6%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +6.4%
  • Bottom 10% Move (10th percentile): -13.6%
  • Max Historical Gain (14d): +835.3%
  • Max Historical Loss (14d): -51.9%