Finance

AMT Move Probability $189.00 +7.56 (+4.2%)

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)
34.2%
Stock touched +5.0% ($198.45) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
13.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.52x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.4%
$176.87 — $201.13

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-24 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-14.4% to -12.4%: 8 occurrences (1.6%) -13.4% -12.4% to -10.5%: 20 occurrences (3.9%) -10.5% to -8.6%: 8 occurrences (1.6%) -8.6% to -6.6%: 21 occurrences (4.1%) -7.6% -6.6% to -4.7%: 39 occurrences (7.7%) -4.7% to -2.8%: 63 occurrences (12.4%) -2.8% to -0.8%: 60 occurrences (11.8%) -1.8% -0.8% to +1.1%: 79 occurrences (15.5%) +1.1% to +3.0%: 80 occurrences (15.7%) +3.0% to +4.9%: 61 occurrences (12.0%) 4.0% +4.9% to +6.9%: 29 occurrences (5.7%) +6.9% to +8.8%: 18 occurrences (3.5%) +8.8% to +10.7%: 13 occurrences (2.6%) 9.8% +10.7% to +12.7%: 7 occurrences (1.4%) +12.7% to +14.6%: 2 occurrences (0.4%) +14.6% to +16.5%: 1 occurrences (0.2%) 15.6%
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) 34.2% 13.6% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.3% Adjusts normal bell curve for real-world skewness (0.09) and kurtosis (2.82).
Standard Normal (Black-Scholes / GBM) 44.7% 22.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 44.0% 16.0% Filters for historical windows that started with volatility similar to current 20-day HV (243 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 27.2%
  • Recent 20-Day HV: 40.5%
  • Parkinson Intraday Volatility: 22.0%
  • Vol Trend: Expanded (+49% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.0%
  • Top 10% Move (90th percentile): +6.1%
  • Bottom 10% Move (10th percentile): -7.0%
  • Max Historical Gain (14d): +16.5%
  • Max Historical Loss (14d): -14.4%