Finance

AMC Move Probability $3.03 -0.05 (-1.5%)

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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Touch Probability (First Passage)
63.8%
Stock touched +5.0% ($3.18) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.28x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.2%
$2.54 — $3.52

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%.

-33.4% to -25.4%: 12 occurrences (2.4%) -29.4% -25.4% to -17.3%: 37 occurrences (7.3%) -17.3% to -9.3%: 103 occurrences (20.3%) -9.3% to -1.3%: 129 occurrences (25.4%) -5.3% -1.3% to +6.7%: 97 occurrences (19.1%) +6.7% to +14.8%: 57 occurrences (11.2%) +14.8% to +22.8%: 24 occurrences (4.7%) 18.8% +22.8% to +30.8%: 17 occurrences (3.3%) +30.8% to +38.8%: 5 occurrences (1.0%) +38.8% to +46.9%: 11 occurrences (2.2%) 42.9% +46.9% to +54.9%: 7 occurrences (1.4%) +54.9% to +62.9%: 1 occurrences (0.2%) +62.9% to +70.9%: 6 occurrences (1.2%) 66.9% +70.9% to +79.0%: 0 occurrences (0.0%) +79.0% to +87.0%: 1 occurrences (0.2%) +87.0% to +95.0%: 1 occurrences (0.2%) 91.0%
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) 63.8% 28.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.0% Adjusts normal bell curve for real-world skewness (0.43) and kurtosis (6.98).
Standard Normal (Black-Scholes / GBM) 76.4% 38.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.6% 21.1% Filters for historical windows that started with volatility similar to current 20-day HV (251 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 68.8%
  • Recent 20-Day HV: 71.1%
  • Parkinson Intraday Volatility: 59.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.8%
  • Top 10% Move (90th percentile): +21.4%
  • Bottom 10% Move (10th percentile): -17.1%
  • Max Historical Gain (14d): +95.0%
  • Max Historical Loss (14d): -33.4%