Finance

APLD Move Probability $22.05 -1.21 (-5.2%)

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

← Back to APLD Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
64.5%
Stock touched +5.0% ($23.15) at least once during 3 trading days.
Median first touch: Day 1 of 3
Expiration Close Probability
34.3%
Stock closed at or beyond +5.0% at the end of the 3-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.4%
$19.32 — $24.77

Historical 3-Day Return Distribution

Frequency of rolling 3-day percentage returns over 519 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-32.8% to -24.8%: 8 occurrences (1.5%) -28.8% -24.8% to -16.8%: 22 occurrences (4.2%) -16.8% to -8.8%: 63 occurrences (12.1%) -8.8% to -0.9%: 147 occurrences (28.3%) -4.9% -0.9% to +7.1%: 132 occurrences (25.4%) +7.1% to +15.1%: 81 occurrences (15.6%) +15.1% to +23.1%: 39 occurrences (7.5%) 19.1% +23.1% to +31.1%: 19 occurrences (3.7%) +31.1% to +39.1%: 6 occurrences (1.2%) +39.1% to +47.1%: 1 occurrences (0.2%) 43.1% +47.1% to +55.1%: 0 occurrences (0.0%) +55.1% to +63.0%: 0 occurrences (0.0%) +63.0% to +71.0%: 0 occurrences (0.0%) 67.0% +71.0% to +79.0%: 0 occurrences (0.0%) +79.0% to +87.0%: 0 occurrences (0.0%) +87.0% to +95.0%: 1 occurrences (0.2%) 91.0%
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) 64.5% 34.3% Model-free reality across 519 historical 3-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.6% Adjusts normal bell curve for real-world skewness (0.04) and kurtosis (5.42).
Standard Normal (Black-Scholes / GBM) 69.3% 34.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.2% 31.8% Filters for historical windows that started with volatility similar to current 20-day HV (154 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 113.2%
  • Recent 20-Day HV: 67.6%
  • Parkinson Intraday Volatility: 93.1%
  • Vol Trend: Compressed (-40% vs baseline)

3-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +18.2%
  • Bottom 10% Move (10th percentile): -12.1%
  • Max Historical Gain (3d): +95.0%
  • Max Historical Loss (3d): -32.8%