Finance

AAOI Move Probability $77.35 +0.65 (+0.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
87.0%
Stock touched +5.0% ($81.22) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
49.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±31.2%
$53.18 — $101.52

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%.

-49.3% to -35.1%: 26 occurrences (5.1%) -42.2% -35.1% to -21.0%: 50 occurrences (9.8%) -21.0% to -6.8%: 99 occurrences (19.5%) -6.8% to +7.4%: 97 occurrences (19.1%) 0.3% +7.4% to +21.6%: 89 occurrences (17.5%) +21.6% to +35.8%: 64 occurrences (12.6%) +35.8% to +49.9%: 23 occurrences (4.5%) 42.8% +49.9% to +64.1%: 24 occurrences (4.7%) +64.1% to +78.3%: 17 occurrences (3.3%) +78.3% to +92.5%: 4 occurrences (0.8%) 85.4% +92.5% to +106.6%: 4 occurrences (0.8%) +106.6% to +120.8%: 4 occurrences (0.8%) +120.8% to +135.0%: 4 occurrences (0.8%) 127.9% +135.0% to +149.2%: 0 occurrences (0.0%) +149.2% to +163.4%: 1 occurrences (0.2%) +163.4% to +177.5%: 2 occurrences (0.4%) 170.5%
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) 87.0% 49.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.5% Adjusts normal bell curve for real-world skewness (0.7) and kurtosis (3.04).
Standard Normal (Black-Scholes / GBM) 87.6% 43.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 88.7% 55.5% Filters for historical windows that started with volatility similar to current 20-day HV (292 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 132.6%
  • Recent 20-Day HV: 104.4%
  • Parkinson Intraday Volatility: 104.5%
  • Vol Trend: Compressed (-21% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.9%
  • Top 10% Move (90th percentile): +54.4%
  • Bottom 10% Move (10th percentile): -26.2%
  • Max Historical Gain (14d): +177.5%
  • Max Historical Loss (14d): -49.3%