Finance

STKS Move Probability $1.11 +0.01 (+1.4%)

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)
59.6%
Stock touched +5.0% ($1.17) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
24.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.46x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.3%
$0.93 — $1.30

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%.

-36.4% to -30.8%: 6 occurrences (1.2%) -33.6% -30.8% to -25.3%: 12 occurrences (2.4%) -25.3% to -19.7%: 20 occurrences (3.9%) -19.7% to -14.1%: 33 occurrences (6.5%) -16.9% -14.1% to -8.6%: 76 occurrences (15.0%) -8.6% to -3.0%: 106 occurrences (20.9%) -3.0% to +2.6%: 102 occurrences (20.1%) -0.2% +2.6% to +8.1%: 55 occurrences (10.8%) +8.1% to +13.7%: 36 occurrences (7.1%) +13.7% to +19.2%: 23 occurrences (4.5%) 16.5% +19.2% to +24.8%: 6 occurrences (1.2%) +24.8% to +30.4%: 14 occurrences (2.8%) +30.4% to +35.9%: 7 occurrences (1.4%) 33.1% +35.9% to +41.5%: 5 occurrences (1.0%) +41.5% to +47.1%: 4 occurrences (0.8%) +47.1% to +52.6%: 3 occurrences (0.6%) 49.8%
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) 59.6% 24.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.4% Adjusts normal bell curve for real-world skewness (0.03) and kurtosis (4.97).
Standard Normal (Black-Scholes / GBM) 76.5% 38.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.1% 27.0% Filters for historical windows that started with volatility similar to current 20-day HV (311 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 69.2%
  • Recent 20-Day HV: 73.2%
  • Parkinson Intraday Volatility: 42.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.9%
  • Top 10% Move (90th percentile): +16.9%
  • Bottom 10% Move (10th percentile): -17.4%
  • Max Historical Gain (14d): +52.6%
  • Max Historical Loss (14d): -36.4%