Finance

AEMD Move Probability $5.10 -0.26 (-4.9%)

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 AEMD Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
65.9%
Stock touched +5.0% ($5.35) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
23.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.86x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±68.7%
$1.60 — $8.60

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%.

-92.9% to -43.3%: 32 occurrences (6.3%) -68.1% -43.3% to +6.2%: 365 occurrences (71.9%) +6.2% to +55.8%: 82 occurrences (16.1%) +55.8% to +105.3%: 7 occurrences (1.4%) 80.6% +105.3% to +154.9%: 4 occurrences (0.8%) +154.9% to +204.5%: 2 occurrences (0.4%) +204.5% to +254.0%: 5 occurrences (1.0%) 229.2% +254.0% to +303.6%: 3 occurrences (0.6%) +303.6% to +353.1%: 5 occurrences (1.0%) +353.1% to +402.7%: 0 occurrences (0.0%) 377.9% +402.7% to +452.2%: 0 occurrences (0.0%) +452.2% to +501.8%: 0 occurrences (0.0%) +501.8% to +551.3%: 0 occurrences (0.0%) 526.6% +551.3% to +600.9%: 0 occurrences (0.0%) +600.9% to +650.4%: 0 occurrences (0.0%) +650.4% to +700.0%: 3 occurrences (0.6%) 675.2%
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) 65.9% 23.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.1% Adjusts normal bell curve for real-world skewness (-0.03) and kurtosis (113.87).
Standard Normal (Black-Scholes / GBM) 94.3% 47.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.0% 27.5% Filters for historical windows that started with volatility similar to current 20-day HV (276 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 291.3%
  • Recent 20-Day HV: 84.5%
  • Parkinson Intraday Volatility: 84.1%
  • Vol Trend: Compressed (-71% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.0%
  • Top 10% Move (90th percentile): +19.7%
  • Bottom 10% Move (10th percentile): -38.1%
  • Max Historical Gain (14d): +700.0%
  • Max Historical Loss (14d): -92.9%