Finance

TSLZ Move Probability $11.09 -1.04 (-8.6%)

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 TSLZ Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
76.1%
Stock touched +5.0% ($11.64) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.59x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.5%
$7.82 — $14.36

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-71.9% to -59.6%: 4 occurrences (0.8%) -65.7% -59.6% to -47.3%: 15 occurrences (3.0%) -47.3% to -35.0%: 32 occurrences (6.3%) -35.0% to -22.7%: 47 occurrences (9.3%) -28.8% -22.7% to -10.4%: 122 occurrences (24.1%) -10.4% to +1.9%: 113 occurrences (22.3%) +1.9% to +14.2%: 88 occurrences (17.4%) 8.0% +14.2% to +26.5%: 46 occurrences (9.1%) +26.5% to +38.8%: 16 occurrences (3.2%) +38.8% to +51.1%: 9 occurrences (1.8%) 44.9% +51.1% to +63.4%: 6 occurrences (1.2%) +63.4% to +75.7%: 6 occurrences (1.2%) +75.7% to +88.0%: 1 occurrences (0.2%) 81.8% +88.0% to +100.2%: 0 occurrences (0.0%) +100.2% to +112.5%: 0 occurrences (0.0%) +112.5% to +124.8%: 2 occurrences (0.4%) 118.7%
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) 76.1% 29.4% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 46.9% Adjusts normal bell curve for real-world skewness (-1.66) and kurtosis (11.88).
Standard Normal (Black-Scholes / GBM) 86.8% 43.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.7% 33.4% Filters for historical windows that started with volatility similar to current 20-day HV (368 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 125.0%
  • Recent 20-Day HV: 109.9%
  • Parkinson Intraday Volatility: 86.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -6.9%
  • Top 10% Move (90th percentile): +21.6%
  • Bottom 10% Move (10th percentile): -34.7%
  • Max Historical Gain (14d): +124.8%
  • Max Historical Loss (14d): -71.9%