Finance

AMD Move Probability $552.59 +18.27 (+3.4%)

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 AMD Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
14.2%
Stock touched +5.0% ($580.22) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
8.4%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.9%
$531.09 — $574.09

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%.

-17.4% to -14.9%: 1 occurrences (0.2%) -16.2% -14.9% to -12.3%: 0 occurrences (0.0%) -12.3% to -9.7%: 2 occurrences (0.4%) -9.7% to -7.2%: 10 occurrences (1.9%) -8.4% -7.2% to -4.6%: 25 occurrences (4.8%) -4.6% to -2.0%: 87 occurrences (16.7%) -2.0% to +0.6%: 166 occurrences (31.9%) -0.7% +0.6% to +3.1%: 138 occurrences (26.5%) +3.1% to +5.7%: 56 occurrences (10.7%) +5.7% to +8.3%: 22 occurrences (4.2%) 7.0% +8.3% to +10.9%: 7 occurrences (1.3%) +10.9% to +13.4%: 3 occurrences (0.6%) +13.4% to +16.0%: 1 occurrences (0.2%) 14.7% +16.0% to +18.6%: 0 occurrences (0.0%) +18.6% to +21.1%: 1 occurrences (0.2%) +21.1% to +23.7%: 2 occurrences (0.4%) 22.4%
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) 14.2% 8.4% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.3% Adjusts normal bell curve for real-world skewness (0.56) and kurtosis (4.73).
Standard Normal (Black-Scholes / GBM) 21.0% 10.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 9.8% 5.5% Filters for historical windows that started with volatility similar to current 20-day HV (325 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 61.8%
  • Recent 20-Day HV: 44.2%
  • Parkinson Intraday Volatility: 43.3%
  • Vol Trend: Compressed (-28% vs baseline)

1-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +4.7%
  • Bottom 10% Move (10th percentile): -3.8%
  • Max Historical Gain (1d): +23.7%
  • Max Historical Loss (1d): -17.4%