Finance

APLE Move Probability $18.16 +0.34 (+1.9%)

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)
41.3%
Stock touched +5.0% ($19.07) at least once during 14 trading days.
Median first touch: Day 7 of 14
Expiration Close Probability
22.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.2%
$17.04 — $19.28

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%.

-21.2% to -18.9%: 1 occurrences (0.2%) -20.0% -18.9% to -16.7%: 1 occurrences (0.2%) -16.7% to -14.4%: 2 occurrences (0.4%) -14.4% to -12.2%: 3 occurrences (0.6%) -13.3% -12.2% to -9.9%: 6 occurrences (1.2%) -9.9% to -7.6%: 16 occurrences (3.1%) -7.6% to -5.4%: 31 occurrences (6.1%) -6.5% -5.4% to -3.1%: 68 occurrences (13.4%) -3.1% to -0.9%: 59 occurrences (11.6%) -0.9% to +1.4%: 93 occurrences (18.3%) 0.2% +1.4% to +3.6%: 73 occurrences (14.4%) +3.6% to +5.9%: 64 occurrences (12.6%) +5.9% to +8.1%: 41 occurrences (8.1%) 7.0% +8.1% to +10.4%: 23 occurrences (4.5%) +10.4% to +12.6%: 16 occurrences (3.1%) +12.6% to +14.9%: 11 occurrences (2.2%) 13.8%
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) 41.3% 22.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.5% Adjusts normal bell curve for real-world skewness (0.58) and kurtosis (11.43).
Standard Normal (Black-Scholes / GBM) 42.8% 21.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 42.1% 24.9% Filters for historical windows that started with volatility similar to current 20-day HV (413 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 26.1%
  • Recent 20-Day HV: 20.6%
  • Parkinson Intraday Volatility: 22.5%
  • Vol Trend: Compressed (-21% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +8.1%
  • Bottom 10% Move (10th percentile): -5.9%
  • Max Historical Gain (14d): +14.9%
  • Max Historical Loss (14d): -21.2%