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.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
6.9%
Stock touched +5.0% ($94.79) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
2.9%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.40x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.3%
$87.34 — $93.22

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%.

-21.5% to -18.5%: 1 occurrences (0.2%) -20.0% -18.5% to -15.5%: 1 occurrences (0.2%) -15.5% to -12.5%: 2 occurrences (0.4%) -12.5% to -9.5%: 1 occurrences (0.2%) -11.0% -9.5% to -6.5%: 3 occurrences (0.6%) -6.5% to -3.5%: 33 occurrences (6.3%) -3.5% to -0.5%: 160 occurrences (30.7%) -2.0% -0.5% to +2.5%: 257 occurrences (49.3%) +2.5% to +5.5%: 49 occurrences (9.4%) +5.5% to +8.5%: 7 occurrences (1.3%) 7.0% +8.5% to +11.5%: 3 occurrences (0.6%) +11.5% to +14.5%: 2 occurrences (0.4%) +14.5% to +17.5%: 1 occurrences (0.2%) 16.0% +17.5% to +20.5%: 0 occurrences (0.0%) +20.5% to +23.5%: 0 occurrences (0.0%) +23.5% to +26.5%: 1 occurrences (0.2%) 25.0%
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) 6.9% 2.9% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.1% Adjusts normal bell curve for real-world skewness (-0.46) and kurtosis (14.72).
Standard Normal (Black-Scholes / GBM) 13.5% 6.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 8.0% 3.3% Filters for historical windows that started with volatility similar to current 20-day HV (212 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

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +2.9%
  • Bottom 10% Move (10th percentile): -3.0%
  • Max Historical Gain (1d): +26.5%
  • Max Historical Loss (1d): -21.5%