Finance

AMPX Move Probability $8.31 +0.73 (+9.6%)

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)
84.3%
Stock touched +5.0% ($8.73) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
47.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.78x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.3%
$6.12 — $10.51

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%.

-47.3% to -36.6%: 10 occurrences (2.0%) -42.0% -36.6% to -25.9%: 26 occurrences (5.1%) -25.9% to -15.2%: 64 occurrences (12.6%) -15.2% to -4.5%: 101 occurrences (19.9%) -9.8% -4.5% to +6.2%: 73 occurrences (14.4%) +6.2% to +16.9%: 68 occurrences (13.4%) +16.9% to +27.6%: 46 occurrences (9.1%) 22.3% +27.6% to +38.3%: 27 occurrences (5.3%) +38.3% to +49.0%: 27 occurrences (5.3%) +49.0% to +59.7%: 23 occurrences (4.5%) 54.4% +59.7% to +70.4%: 16 occurrences (3.1%) +70.4% to +81.2%: 9 occurrences (1.8%) +81.2% to +91.9%: 8 occurrences (1.6%) 86.5% +91.9% to +102.6%: 5 occurrences (1.0%) +102.6% to +113.3%: 3 occurrences (0.6%) +113.3% to +124.0%: 2 occurrences (0.4%) 118.6%
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) 84.3% 47.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.8% Adjusts normal bell curve for real-world skewness (0.47) and kurtosis (2.42).
Standard Normal (Black-Scholes / GBM) 85.3% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.0% 44.3% Filters for historical windows that started with volatility similar to current 20-day HV (79 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 111.8%
  • Recent 20-Day HV: 62.4%
  • Parkinson Intraday Volatility: 95.2%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.2%
  • Top 10% Move (90th percentile): +53.6%
  • Bottom 10% Move (10th percentile): -22.7%
  • Max Historical Gain (14d): +124.0%
  • Max Historical Loss (14d): -47.3%