Finance

AHCO Move Probability $6.12 +0.00 (+0.1%)

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 AHCO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
65.7%
Stock touched +5.0% ($6.42) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.11x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.2%
$5.25 — $6.98

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%.

-53.5% to -48.7%: 2 occurrences (0.4%) -51.1% -48.7% to -44.0%: 10 occurrences (2.0%) -44.0% to -39.2%: 1 occurrences (0.2%) -39.2% to -34.4%: 1 occurrences (0.2%) -36.8% -34.4% to -29.7%: 2 occurrences (0.4%) -29.7% to -24.9%: 3 occurrences (0.6%) -24.9% to -20.1%: 6 occurrences (1.2%) -22.5% -20.1% to -15.4%: 13 occurrences (2.6%) -15.4% to -10.6%: 26 occurrences (5.1%) -10.6% to -5.8%: 49 occurrences (9.6%) -8.2% -5.8% to -1.1%: 96 occurrences (18.9%) -1.1% to +3.7%: 117 occurrences (23.0%) +3.7% to +8.5%: 103 occurrences (20.3%) 6.1% +8.5% to +13.2%: 47 occurrences (9.3%) +13.2% to +18.0%: 18 occurrences (3.5%) +18.0% to +22.7%: 14 occurrences (2.8%) 20.4%
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) 65.7% 31.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.1% Adjusts normal bell curve for real-world skewness (-3.44) and kurtosis (50.79).
Standard Normal (Black-Scholes / GBM) 73.1% 36.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.3% 25.9% Filters for historical windows that started with volatility similar to current 20-day HV (297 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.2%
  • Recent 20-Day HV: 37.6%
  • Parkinson Intraday Volatility: 40.8%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.7%
  • Top 10% Move (90th percentile): +10.7%
  • Bottom 10% Move (10th percentile): -12.0%
  • Max Historical Gain (14d): +22.7%
  • Max Historical Loss (14d): -53.5%