Finance

ANTX Move Probability $3.60 +0.03 (+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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
63.6%
Stock touched +5.0% ($3.78) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
30.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.3%
$2.87 — $4.33

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%.

-36.9% to -8.0%: 125 occurrences (24.6%) -22.4% -8.0% to +20.9%: 313 occurrences (61.6%) +20.9% to +49.8%: 51 occurrences (10.0%) +49.8% to +78.6%: 5 occurrences (1.0%) 64.2% +78.6% to +107.5%: 0 occurrences (0.0%) +107.5% to +136.4%: 1 occurrences (0.2%) +136.4% to +165.3%: 1 occurrences (0.2%) 150.8% +165.3% to +194.1%: 0 occurrences (0.0%) +194.1% to +223.0%: 1 occurrences (0.2%) +223.0% to +251.9%: 0 occurrences (0.0%) 237.4% +251.9% to +280.7%: 3 occurrences (0.6%) +280.7% to +309.6%: 0 occurrences (0.0%) +309.6% to +338.5%: 1 occurrences (0.2%) 324.1% +338.5% to +367.4%: 1 occurrences (0.2%) +367.4% to +396.2%: 4 occurrences (0.8%) +396.2% to +425.1%: 2 occurrences (0.4%) 410.7%
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) 63.6% 30.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.3% Adjusts normal bell curve for real-world skewness (4.49) and kurtosis (42.18).
Standard Normal (Black-Scholes / GBM) 81.0% 40.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.8% 22.8% Filters for historical windows that started with volatility similar to current 20-day HV (189 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 86.3%
  • Recent 20-Day HV: 90.2%
  • Parkinson Intraday Volatility: 63.3%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.4%
  • Top 10% Move (90th percentile): +25.4%
  • Bottom 10% Move (10th percentile): -12.4%
  • Max Historical Gain (14d): +425.1%
  • Max Historical Loss (14d): -36.9%