Finance

SUJA Move Probability $9.67 -0.67 (-6.5%)

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 SUJA Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
76.5%
Stock touched +5.0% ($10.15) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.29x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.9%
$6.68 — $12.66

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 102 historical windows (2026-05-07 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-40.8% to -33.5%: 11 occurrences (10.8%) -37.2% -33.5% to -26.1%: 14 occurrences (13.7%) -26.1% to -18.7%: 10 occurrences (9.8%) -18.7% to -11.4%: 4 occurrences (3.9%) -15.0% -11.4% to -4.0%: 12 occurrences (11.8%) -4.0% to +3.4%: 15 occurrences (14.7%) +3.4% to +10.8%: 11 occurrences (10.8%) 7.1% +10.8% to +18.1%: 3 occurrences (2.9%) +18.1% to +25.5%: 6 occurrences (5.9%) +25.5% to +32.9%: 2 occurrences (2.0%) 29.2% +32.9% to +40.3%: 2 occurrences (2.0%) +40.3% to +47.6%: 5 occurrences (4.9%) +47.6% to +55.0%: 2 occurrences (2.0%) 51.3% +55.0% to +62.4%: 2 occurrences (2.0%) +62.4% to +69.7%: 1 occurrences (1.0%) +69.7% to +77.1%: 2 occurrences (2.0%) 73.4%
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) 76.5% 33.3% Model-free reality across 102 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 61.7% Adjusts normal bell curve for real-world skewness (-3.87) and kurtosis (25.42).
Standard Normal (Black-Scholes / GBM) 87.5% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 85.7% 45.2% Filters for historical windows that started with volatility similar to current 20-day HV (42 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 131.3%
  • Recent 20-Day HV: 81.7%
  • Parkinson Intraday Volatility: 84.0%
  • Vol Trend: Compressed (-38% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.5%
  • Top 10% Move (90th percentile): +44.0%
  • Bottom 10% Move (10th percentile): -33.6%
  • Max Historical Gain (14d): +77.1%
  • Max Historical Loss (14d): -40.8%