Finance

ACMR Move Probability $54.64 -0.27 (-0.5%)

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

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
23.6%
Stock touched +5.0% ($57.37) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
13.4%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.76x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.1%
$51.86 — $57.42

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-20.0% to -17.4%: 1 occurrences (0.2%) -18.7% -17.4% to -14.9%: 5 occurrences (1.0%) -14.9% to -12.3%: 0 occurrences (0.0%) -12.3% to -9.8%: 3 occurrences (0.6%) -11.0% -9.8% to -7.2%: 20 occurrences (3.8%) -7.2% to -4.7%: 40 occurrences (7.7%) -4.7% to -2.1%: 70 occurrences (13.4%) -3.4% -2.1% to +0.4%: 128 occurrences (24.6%) +0.4% to +3.0%: 131 occurrences (25.1%) +3.0% to +5.5%: 63 occurrences (12.1%) 4.3% +5.5% to +8.1%: 34 occurrences (6.5%) +8.1% to +10.6%: 8 occurrences (1.5%) +10.6% to +13.2%: 5 occurrences (1.0%) 11.9% +13.2% to +15.7%: 7 occurrences (1.3%) +15.7% to +18.3%: 3 occurrences (0.6%) +18.3% to +20.8%: 3 occurrences (0.6%) 19.5%
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) 23.6% 13.4% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.1% Adjusts normal bell curve for real-world skewness (-0.0) and kurtosis (2.53).
Standard Normal (Black-Scholes / GBM) 33.7% 16.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.7% 13.2% Filters for historical windows that started with volatility similar to current 20-day HV (334 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 80.7%
  • Recent 20-Day HV: 68.2%
  • Parkinson Intraday Volatility: 56.4%
  • Vol Trend: Compressed (-16% vs baseline)

1-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +6.2%
  • Bottom 10% Move (10th percentile): -5.5%
  • Max Historical Gain (1d): +20.8%
  • Max Historical Loss (1d): -20.0%