Finance

AKAM Move Probability $90.28 +0.62 (+0.7%)

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 AKAM Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
49.6%
Stock touched +5.0% ($94.79) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
26.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.2%
$79.26 — $101.30

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%.

-29.0% to -22.9%: 6 occurrences (1.2%) -26.0% -22.9% to -16.9%: 24 occurrences (4.7%) -16.9% to -10.9%: 40 occurrences (7.9%) -10.9% to -4.8%: 57 occurrences (11.2%) -7.9% -4.8% to +1.2%: 162 occurrences (31.9%) +1.2% to +7.2%: 116 occurrences (22.8%) +7.2% to +13.3%: 61 occurrences (12.0%) 10.2% +13.3% to +19.3%: 19 occurrences (3.7%) +19.3% to +25.3%: 9 occurrences (1.8%) +25.3% to +31.4%: 3 occurrences (0.6%) 28.3% +31.4% to +37.4%: 0 occurrences (0.0%) +37.4% to +43.4%: 4 occurrences (0.8%) +43.4% to +49.5%: 0 occurrences (0.0%) 46.4% +49.5% to +55.5%: 2 occurrences (0.4%) +55.5% to +61.5%: 3 occurrences (0.6%) +61.5% to +67.6%: 2 occurrences (0.4%) 64.6%
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) 49.6% 26.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.4% Adjusts normal bell curve for real-world skewness (-0.46) and kurtosis (14.72).
Standard Normal (Black-Scholes / GBM) 68.9% 34.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.8% 29.6% Filters for historical windows that started with volatility similar to current 20-day HV (199 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.8%
  • Recent 20-Day HV: 57.3%
  • Parkinson Intraday Volatility: 36.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +12.1%
  • Bottom 10% Move (10th percentile): -14.2%
  • Max Historical Gain (14d): +67.6%
  • Max Historical Loss (14d): -29.0%