SUIC Move Probability $0.07 +0.00 (+0.0%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
40.9%
Stock touched +5.0% ($0.07) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.43x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±255.4%
$0.00 — $0.25
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.
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) | 40.9% | 28.5% | Model-free reality across 487 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 60.9% | Adjusts normal bell curve for real-world skewness (-2.62) and kurtosis (66.56). |
| Standard Normal (Black-Scholes / GBM) | 98.5% | 49.2% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
| Regime-Conditioned (Similar Volatility) | 34.1% | 20.5% | Filters for historical windows that started with volatility similar to current 20-day HV (88 matching periods). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 1083.4%
- Recent 20-Day HV: 206.6%
- Parkinson Intraday Volatility: 557.4%
- Vol Trend: Compressed (-81% vs baseline)
14-Day Return Quantiles
- Median Return: -0.3%
- Top 10% Move (90th percentile): +131.8%
- Bottom 10% Move (10th percentile): -73.6%
- Max Historical Gain (14d): +49900.0%
- Max Historical Loss (14d): -100.0%