Finance

STAK Move Probability $1.00 -0.01 (-0.5%)

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

← Back to STAK Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
70.6%
Stock touched +5.0% ($1.05) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
20.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.38x
You are 3.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±70.6%
$0.29 — $1.71

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 402 historical windows (2025-02-26 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-88.2% to -68.6%: 6 occurrences (1.5%) -78.4% -68.6% to -49.0%: 12 occurrences (3.0%) -49.0% to -29.4%: 50 occurrences (12.4%) -29.4% to -9.8%: 140 occurrences (34.8%) -19.6% -9.8% to +9.8%: 123 occurrences (30.6%) +9.8% to +29.4%: 34 occurrences (8.5%) +29.4% to +49.0%: 13 occurrences (3.2%) 39.2% +49.0% to +68.6%: 3 occurrences (0.7%) +68.6% to +88.2%: 0 occurrences (0.0%) +88.2% to +107.8%: 5 occurrences (1.2%) 98.0% +107.8% to +127.4%: 4 occurrences (1.0%) +127.4% to +146.9%: 1 occurrences (0.2%) +146.9% to +166.5%: 6 occurrences (1.5%) 156.7% +166.5% to +186.1%: 3 occurrences (0.7%) +186.1% to +205.7%: 0 occurrences (0.0%) +205.7% to +225.3%: 2 occurrences (0.5%) 215.5%
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) 70.6% 20.9% Model-free reality across 402 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.1% Adjusts normal bell curve for real-world skewness (1.15) and kurtosis (41.92).
Standard Normal (Black-Scholes / GBM) 94.5% 47.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.3% 31.9% Filters for historical windows that started with volatility similar to current 20-day HV (141 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 299.4%
  • Recent 20-Day HV: 177.4%
  • Parkinson Intraday Volatility: 194.6%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: -10.4%
  • Top 10% Move (90th percentile): +24.2%
  • Bottom 10% Move (10th percentile): -39.1%
  • Max Historical Gain (14d): +225.3%
  • Max Historical Loss (14d): -88.2%