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)
41.1%
Stock touched +5.0% ($8.73) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
24.6%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.67x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.0%
$7.73 — $8.90

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%.

-27.2% to -22.8%: 1 occurrences (0.2%) -25.0% -22.8% to -18.4%: 0 occurrences (0.0%) -18.4% to -13.9%: 5 occurrences (1.0%) -13.9% to -9.5%: 18 occurrences (3.5%) -11.7% -9.5% to -5.1%: 77 occurrences (14.8%) -5.1% to -0.7%: 137 occurrences (26.3%) -0.7% to +3.7%: 129 occurrences (24.8%) 1.5% +3.7% to +8.2%: 94 occurrences (18.0%) +8.2% to +12.6%: 34 occurrences (6.5%) +12.6% to +17.0%: 13 occurrences (2.5%) 14.8% +17.0% to +21.4%: 7 occurrences (1.3%) +21.4% to +25.8%: 2 occurrences (0.4%) +25.8% to +30.3%: 1 occurrences (0.2%) 28.1% +30.3% to +34.7%: 2 occurrences (0.4%) +34.7% to +39.1%: 0 occurrences (0.0%) +39.1% to +43.5%: 1 occurrences (0.2%) 41.3%
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) 41.1% 24.6% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 18.6% Adjusts normal bell curve for real-world skewness (0.47) and kurtosis (2.42).
Standard Normal (Black-Scholes / GBM) 48.8% 24.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.4% 22.1% Filters for historical windows that started with volatility similar to current 20-day HV (86 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)

1-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +8.5%
  • Bottom 10% Move (10th percentile): -7.5%
  • Max Historical Gain (1d): +43.5%
  • Max Historical Loss (1d): -27.2%