Finance

AMD Move Probability $482.30 -22.90 (-4.5%)

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)
72.7%
Stock touched +3.5% ($499.18) at least once during 10 trading days.
Median first touch: Day 2 of 10
Expiration Close Probability
40.4%
Stock closed at or beyond +3.5% at the end of the 10-day window.
The Touch Multiple
1.80x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.5%
$422.01 — $542.59

Historical 10-Day Return Distribution

Frequency of rolling 10-day percentage returns over 512 historical windows (2024-10-03 to 2026-11-02). The colored bar indicates the win zone for +3.5%.

-31.9% to -27.0%: 1 occurrences (0.2%) -29.4% -27.0% to -22.1%: 2 occurrences (0.4%) -22.1% to -17.2%: 10 occurrences (2.0%) -17.2% to -12.3%: 24 occurrences (4.7%) -14.7% -12.3% to -7.4%: 50 occurrences (9.8%) -7.4% to -2.5%: 104 occurrences (20.3%) -2.5% to +2.4%: 88 occurrences (17.2%) -0.1% +2.4% to +7.3%: 82 occurrences (16.0%) +7.3% to +12.1%: 48 occurrences (9.4%) +12.1% to +17.0%: 31 occurrences (6.1%) 14.6% +17.0% to +21.9%: 26 occurrences (5.1%) +21.9% to +26.8%: 14 occurrences (2.7%) +26.8% to +31.7%: 16 occurrences (3.1%) 29.3% +31.7% to +36.6%: 7 occurrences (1.4%) +36.6% to +41.5%: 4 occurrences (0.8%) +41.5% to +46.4%: 5 occurrences (1.0%) 43.9%
Historical returns Target move zone (+3.5%+) 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) 72.7% 40.4% Model-free reality across 512 historical 10-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.1% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (4.48).
Standard Normal (Black-Scholes / GBM) 78.3% 39.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.1% 36.6% Filters for historical windows that started with volatility similar to current 20-day HV (290 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.8%
  • Recent 20-Day HV: 69.6%
  • Parkinson Intraday Volatility: 43.5%
  • Vol Trend: Normal / Consistent

10-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +20.3%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (10d): +46.4%
  • Max Historical Loss (10d): -31.9%