Finance

ANGX Move Probability $3.48 +0.01 (+0.3%)

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)
70.3%
Stock touched +5.0% ($3.65) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.95x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.9%
$2.58 — $4.38

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 266 historical windows (2025-09-11 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-47.5% to -39.8%: 2 occurrences (0.8%) -43.6% -39.8% to -32.1%: 4 occurrences (1.5%) -32.1% to -24.4%: 17 occurrences (6.4%) -24.4% to -16.7%: 47 occurrences (17.7%) -20.5% -16.7% to -9.0%: 36 occurrences (13.5%) -9.0% to -1.3%: 41 occurrences (15.4%) -1.3% to +6.4%: 27 occurrences (10.2%) 2.6% +6.4% to +14.1%: 28 occurrences (10.5%) +14.1% to +21.8%: 27 occurrences (10.2%) +21.8% to +29.5%: 24 occurrences (9.0%) 25.7% +29.5% to +37.2%: 7 occurrences (2.6%) +37.2% to +44.9%: 3 occurrences (1.1%) +44.9% to +52.6%: 0 occurrences (0.0%) 48.8% +52.6% to +60.3%: 0 occurrences (0.0%) +60.3% to +68.0%: 0 occurrences (0.0%) +68.0% to +75.8%: 3 occurrences (1.1%) 71.9%
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) 70.3% 36.1% Model-free reality across 266 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.0% Adjusts normal bell curve for real-world skewness (-0.07) and kurtosis (6.6).
Standard Normal (Black-Scholes / GBM) 85.0% 42.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.4% 25.6% Filters for historical windows that started with volatility similar to current 20-day HV (117 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 109.8%
  • Recent 20-Day HV: 63.7%
  • Parkinson Intraday Volatility: 90.2%
  • Vol Trend: Compressed (-42% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.1%
  • Top 10% Move (90th percentile): +25.9%
  • Bottom 10% Move (10th percentile): -24.0%
  • Max Historical Gain (14d): +75.8%
  • Max Historical Loss (14d): -47.5%