Finance

AGIG Move Probability $0.93 -0.00 (-0.2%)

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 AGIG Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
71.5%
Stock touched +5.0% ($0.98) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.44x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±50.6%
$0.46 — $1.40

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%.

-71.1% to +93.3%: 482 occurrences (94.9%) 11.1% +93.3% to +257.7%: 10 occurrences (2.0%) +257.7% to +422.1%: 2 occurrences (0.4%) +422.1% to +586.5%: 0 occurrences (0.0%) 504.3% +586.5% to +751.0%: 0 occurrences (0.0%) +751.0% to +915.4%: 1 occurrences (0.2%) +915.4% to +1079.8%: 0 occurrences (0.0%) 997.6% +1079.8% to +1244.2%: 0 occurrences (0.0%) +1244.2% to +1408.6%: 0 occurrences (0.0%) +1408.6% to +1573.1%: 1 occurrences (0.2%) 1490.8% +1573.1% to +1737.5%: 1 occurrences (0.2%) +1737.5% to +1901.9%: 3 occurrences (0.6%) +1901.9% to +2066.3%: 3 occurrences (0.6%) 1984.1% +2066.3% to +2230.7%: 3 occurrences (0.6%) +2230.7% to +2395.2%: 0 occurrences (0.0%) +2395.2% to +2559.6%: 2 occurrences (0.4%) 2477.4%
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) 71.5% 29.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.6% Adjusts normal bell curve for real-world skewness (9.07) and kurtosis (137.9).
Standard Normal (Black-Scholes / GBM) 92.3% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.2% 21.9% Filters for historical windows that started with volatility similar to current 20-day HV (247 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 214.8%
  • Recent 20-Day HV: 67.2%
  • Parkinson Intraday Volatility: 94.4%
  • Vol Trend: Compressed (-69% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.5%
  • Top 10% Move (90th percentile): +33.7%
  • Bottom 10% Move (10th percentile): -30.3%
  • Max Historical Gain (14d): +2559.6%
  • Max Historical Loss (14d): -71.1%