Finance

AMLX Move Probability $29.08 +0.28 (+1.0%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to AMLX Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
76.2%
Stock touched +5.0% ($30.53) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
46.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.63x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.4%
$23.74 — $34.42

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%.

-31.3% to -23.4%: 7 occurrences (1.4%) -27.4% -23.4% to -15.5%: 41 occurrences (8.1%) -15.5% to -7.6%: 82 occurrences (16.1%) -7.6% to +0.3%: 95 occurrences (18.7%) -3.6% +0.3% to +8.2%: 78 occurrences (15.4%) +8.2% to +16.1%: 57 occurrences (11.2%) +16.1% to +24.0%: 47 occurrences (9.3%) 20.1% +24.0% to +31.9%: 28 occurrences (5.5%) +31.9% to +39.9%: 25 occurrences (4.9%) +39.9% to +47.8%: 19 occurrences (3.7%) 43.8% +47.8% to +55.7%: 12 occurrences (2.4%) +55.7% to +63.6%: 8 occurrences (1.6%) +63.6% to +71.5%: 2 occurrences (0.4%) 67.5% +71.5% to +79.4%: 4 occurrences (0.8%) +79.4% to +87.3%: 1 occurrences (0.2%) +87.3% to +95.2%: 2 occurrences (0.4%) 91.3%
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) 76.2% 46.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.6% Adjusts normal bell curve for real-world skewness (2.22) and kurtosis (19.16).
Standard Normal (Black-Scholes / GBM) 79.1% 39.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.8% 57.9% Filters for historical windows that started with volatility similar to current 20-day HV (95 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.9%
  • Recent 20-Day HV: 40.7%
  • Parkinson Intraday Volatility: 65.3%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.6%
  • Top 10% Move (90th percentile): +37.9%
  • Bottom 10% Move (10th percentile): -15.1%
  • Max Historical Gain (14d): +95.2%
  • Max Historical Loss (14d): -31.3%