Finance

UCIX Move Probability $0.01 +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.

← Back to UCIX Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
33.1%
Stock touched +5.0% ($0.01) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
19.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.69x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±105.6%
$0.00 — $0.02

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-97.5% to +17.5%: 398 occurrences (81.9%) -40.0% +17.5% to +132.5%: 54 occurrences (11.1%) +132.5% to +247.4%: 20 occurrences (4.1%) +247.4% to +362.4%: 4 occurrences (0.8%) 304.9% +362.4% to +477.4%: 2 occurrences (0.4%) +477.4% to +592.4%: 2 occurrences (0.4%) +592.4% to +707.3%: 0 occurrences (0.0%) 649.8% +707.3% to +822.3%: 0 occurrences (0.0%) +822.3% to +937.3%: 0 occurrences (0.0%) +937.3% to +1052.3%: 0 occurrences (0.0%) 994.8% +1052.3% to +1167.2%: 0 occurrences (0.0%) +1167.2% to +1282.2%: 0 occurrences (0.0%) +1282.2% to +1397.2%: 0 occurrences (0.0%) 1339.7% +1397.2% to +1512.2%: 5 occurrences (1.0%) +1512.2% to +1627.1%: 0 occurrences (0.0%) +1627.1% to +1742.1%: 1 occurrences (0.2%) 1684.6%
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) 33.1% 19.5% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.3% Adjusts normal bell curve for real-world skewness (-0.6) and kurtosis (47.8).
Standard Normal (Black-Scholes / GBM) 96.3% 48.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 19.0% 19.0% Filters for historical windows that started with volatility similar to current 20-day HV (21 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 448.0%
  • Recent 20-Day HV: 136.4%
  • Parkinson Intraday Volatility: 175.8%
  • Vol Trend: Compressed (-70% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +88.5%
  • Bottom 10% Move (10th percentile): -67.7%
  • Max Historical Gain (14d): +1742.1%
  • Max Historical Loss (14d): -97.5%