Finance

AOSL Move Probability $23.80 +0.80 (+3.5%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to AOSL Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
73.0%
Stock touched +5.0% ($25.00) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
37.2%
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%)
±20.4%
$18.94 — $28.67

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%.

-41.1% to -32.8%: 18 occurrences (3.5%) -37.0% -32.8% to -24.6%: 31 occurrences (6.1%) -24.6% to -16.3%: 43 occurrences (8.5%) -16.3% to -8.0%: 53 occurrences (10.4%) -12.1% -8.0% to +0.3%: 120 occurrences (23.6%) +0.3% to +8.6%: 93 occurrences (18.3%) +8.6% to +16.9%: 87 occurrences (17.1%) 12.8% +16.9% to +25.2%: 27 occurrences (5.3%) +25.2% to +33.5%: 4 occurrences (0.8%) +33.5% to +41.8%: 7 occurrences (1.4%) 37.6% +41.8% to +50.1%: 5 occurrences (1.0%) +50.1% to +58.4%: 5 occurrences (1.0%) +58.4% to +66.6%: 5 occurrences (1.0%) 62.5% +66.6% to +74.9%: 3 occurrences (0.6%) +74.9% to +83.2%: 4 occurrences (0.8%) +83.2% to +91.5%: 3 occurrences (0.6%) 87.4%
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) 73.0% 37.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.9% Adjusts normal bell curve for real-world skewness (-0.42) and kurtosis (6.67).
Standard Normal (Black-Scholes / GBM) 81.1% 40.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.2% 43.1% Filters for historical windows that started with volatility similar to current 20-day HV (267 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 86.7%
  • Recent 20-Day HV: 63.0%
  • Parkinson Intraday Volatility: 60.2%
  • Vol Trend: Compressed (-27% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +19.5%
  • Bottom 10% Move (10th percentile): -24.1%
  • Max Historical Gain (14d): +91.5%
  • Max Historical Loss (14d): -41.1%