Finance

STUB Move Probability $5.92 -0.01 (-0.2%)

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 STUB Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
73.3%
Stock touched +5.0% ($6.22) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
35.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.1%
$4.85 — $6.99

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 262 historical windows (2025-09-17 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-46.2% to -40.7%: 6 occurrences (2.3%) -43.4% -40.7% to -35.3%: 11 occurrences (4.2%) -35.3% to -29.9%: 12 occurrences (4.6%) -29.9% to -24.5%: 18 occurrences (6.9%) -27.2% -24.5% to -19.0%: 14 occurrences (5.3%) -19.0% to -13.6%: 21 occurrences (8.0%) -13.6% to -8.2%: 21 occurrences (8.0%) -10.9% -8.2% to -2.7%: 27 occurrences (10.3%) -2.7% to +2.7%: 24 occurrences (9.2%) +2.7% to +8.1%: 33 occurrences (12.6%) 5.4% +8.1% to +13.5%: 25 occurrences (9.5%) +13.5% to +19.0%: 19 occurrences (7.3%) +19.0% to +24.4%: 12 occurrences (4.6%) 21.7% +24.4% to +29.8%: 12 occurrences (4.6%) +29.8% to +35.2%: 5 occurrences (1.9%) +35.2% to +40.7%: 2 occurrences (0.8%) 37.9%
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) 73.3% 35.9% Model-free reality across 262 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.9% Adjusts normal bell curve for real-world skewness (-0.56) and kurtosis (1.82).
Standard Normal (Black-Scholes / GBM) 78.8% 39.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 94.6% 56.8% Filters for historical windows that started with volatility similar to current 20-day HV (37 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 76.9%
  • Recent 20-Day HV: 41.3%
  • Parkinson Intraday Volatility: 65.9%
  • Vol Trend: Compressed (-46% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.6%
  • Top 10% Move (90th percentile): +20.5%
  • Bottom 10% Move (10th percentile): -32.2%
  • Max Historical Gain (14d): +40.7%
  • Max Historical Loss (14d): -46.2%