Finance

USIO Move Probability $3.16 +0.30 (+10.5%)

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 USIO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
60.2%
Stock touched +5.0% ($3.32) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
31.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.89x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.2%
$2.65 — $3.67

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-30.9% to -22.6%: 15 occurrences (3.0%) -26.7% -22.6% to -14.2%: 46 occurrences (9.1%) -14.2% to -5.9%: 69 occurrences (13.6%) -5.9% to +2.4%: 170 occurrences (33.5%) -1.7% +2.4% to +10.7%: 96 occurrences (18.9%) +10.7% to +19.1%: 35 occurrences (6.9%) +19.1% to +27.4%: 42 occurrences (8.3%) 23.2% +27.4% to +35.7%: 13 occurrences (2.6%) +35.7% to +44.0%: 6 occurrences (1.2%) +44.0% to +52.4%: 3 occurrences (0.6%) 48.2% +52.4% to +60.7%: 1 occurrences (0.2%) +60.7% to +69.0%: 4 occurrences (0.8%) +69.0% to +77.3%: 4 occurrences (0.8%) 73.2% +77.3% to +85.6%: 3 occurrences (0.6%) +85.6% to +94.0%: 0 occurrences (0.0%) +94.0% to +102.3%: 1 occurrences (0.2%) 98.1%
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) 60.2% 31.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.6% Adjusts normal bell curve for real-world skewness (0.77) and kurtosis (8.93).
Standard Normal (Black-Scholes / GBM) 76.4% 38.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.7% 44.0% Filters for historical windows that started with volatility similar to current 20-day HV (216 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.9%
  • Recent 20-Day HV: 58.5%
  • Parkinson Intraday Volatility: 44.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +24.1%
  • Bottom 10% Move (10th percentile): -15.6%
  • Max Historical Gain (14d): +102.3%
  • Max Historical Loss (14d): -30.9%