Finance

AMPY Move Probability $4.49 -0.04 (-0.8%)

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)
62.0%
Stock touched +5.0% ($4.71) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.3%
$3.85 — $5.13

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%.

-38.5% to -32.2%: 10 occurrences (2.0%) -35.3% -32.2% to -26.0%: 4 occurrences (0.8%) -26.0% to -19.7%: 15 occurrences (3.0%) -19.7% to -13.4%: 47 occurrences (9.3%) -16.6% -13.4% to -7.2%: 73 occurrences (14.4%) -7.2% to -0.9%: 100 occurrences (19.7%) -0.9% to +5.4%: 104 occurrences (20.5%) 2.2% +5.4% to +11.6%: 61 occurrences (12.0%) +11.6% to +17.9%: 48 occurrences (9.4%) +17.9% to +24.1%: 21 occurrences (4.1%) 21.0% +24.1% to +30.4%: 12 occurrences (2.4%) +30.4% to +36.7%: 10 occurrences (2.0%) +36.7% to +42.9%: 0 occurrences (0.0%) 39.8% +42.9% to +49.2%: 1 occurrences (0.2%) +49.2% to +55.5%: 1 occurrences (0.2%) +55.5% to +61.7%: 1 occurrences (0.2%) 58.6%
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) 62.0% 31.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.6% Adjusts normal bell curve for real-world skewness (-0.09) and kurtosis (2.98).
Standard Normal (Black-Scholes / GBM) 73.2% 36.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.0% 24.6% Filters for historical windows that started with volatility similar to current 20-day HV (183 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.5%
  • Recent 20-Day HV: 35.9%
  • Parkinson Intraday Volatility: 45.1%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +16.8%
  • Bottom 10% Move (10th percentile): -16.2%
  • Max Historical Gain (14d): +61.7%
  • Max Historical Loss (14d): -38.5%