Finance

ANIP Move Probability $72.28 -0.34 (-0.5%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
49.2%
Stock touched +5.0% ($75.90) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.16x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.2%
$66.36 — $78.21

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%.

-21.5% to -17.5%: 4 occurrences (0.8%) -19.5% -17.5% to -13.5%: 9 occurrences (1.8%) -13.5% to -9.4%: 13 occurrences (2.6%) -9.4% to -5.4%: 65 occurrences (12.8%) -7.4% -5.4% to -1.3%: 114 occurrences (22.4%) -1.3% to +2.7%: 127 occurrences (25.0%) +2.7% to +6.8%: 102 occurrences (20.1%) 4.7% +6.8% to +10.8%: 44 occurrences (8.7%) +10.8% to +14.8%: 13 occurrences (2.6%) +14.8% to +18.9%: 3 occurrences (0.6%) 16.9% +18.9% to +22.9%: 0 occurrences (0.0%) +22.9% to +27.0%: 1 occurrences (0.2%) +27.0% to +31.0%: 1 occurrences (0.2%) 29.0% +31.0% to +35.1%: 6 occurrences (1.2%) +35.1% to +39.1%: 2 occurrences (0.4%) +39.1% to +43.1%: 4 occurrences (0.8%) 41.1%
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) 49.2% 22.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.9% Adjusts normal bell curve for real-world skewness (1.11) and kurtosis (8.39).
Standard Normal (Black-Scholes / GBM) 55.2% 27.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 43.0% 17.6% Filters for historical windows that started with volatility similar to current 20-day HV (307 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 34.8%
  • Recent 20-Day HV: 24.4%
  • Parkinson Intraday Volatility: 27.2%
  • Vol Trend: Compressed (-30% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.7%
  • Top 10% Move (90th percentile): +8.4%
  • Bottom 10% Move (10th percentile): -6.7%
  • Max Historical Gain (14d): +43.1%
  • Max Historical Loss (14d): -21.5%