Finance

ALKT Move Probability $14.37 +0.28 (+2.0%)

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)
29.7%
Stock touched +5.0% ($15.09) at least once during 3 trading days.
Median first touch: Day 2 of 3
Expiration Close Probability
16.2%
Stock closed at or beyond +5.0% at the end of the 3-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.4%
$13.59 — $15.15

Historical 3-Day Return Distribution

Frequency of rolling 3-day percentage returns over 518 historical windows (2024-09-13 to 2026-10-12). The colored bar indicates the win zone for +5.0%.

-23.8% to -21.4%: 4 occurrences (0.8%) -22.6% -21.4% to -19.0%: 1 occurrences (0.2%) -19.0% to -16.6%: 2 occurrences (0.4%) -16.6% to -14.3%: 6 occurrences (1.2%) -15.4% -14.3% to -11.9%: 1 occurrences (0.2%) -11.9% to -9.5%: 10 occurrences (1.9%) -9.5% to -7.1%: 16 occurrences (3.1%) -8.3% -7.1% to -4.7%: 49 occurrences (9.5%) -4.7% to -2.3%: 81 occurrences (15.6%) -2.3% to +0.1%: 91 occurrences (17.6%) -1.1% +0.1% to +2.5%: 103 occurrences (19.9%) +2.5% to +4.9%: 68 occurrences (13.1%) +4.9% to +7.3%: 54 occurrences (10.4%) 6.1% +7.3% to +9.6%: 19 occurrences (3.7%) +9.6% to +12.0%: 7 occurrences (1.4%) +12.0% to +14.4%: 6 occurrences (1.2%) 13.2%
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) 29.7% 16.2% Model-free reality across 518 historical 3-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 10.8% Adjusts normal bell curve for real-world skewness (-1.11) and kurtosis (5.88).
Standard Normal (Black-Scholes / GBM) 37.0% 18.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 34.9% 19.5% Filters for historical windows that started with volatility similar to current 20-day HV (149 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.9%
  • Recent 20-Day HV: 80.0%
  • Parkinson Intraday Volatility: 40.3%
  • Vol Trend: Expanded (+60% vs baseline)

3-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +6.1%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (3d): +14.4%
  • Max Historical Loss (3d): -23.8%