Finance

APVO Move Probability $1.63 +0.00 (+0.0%)

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)
62.2%
Stock touched +5.0% ($1.71) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
21.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.95x
You are 3.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±50.6%
$0.80 — $2.46

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%.

-67.0% to -2.9%: 340 occurrences (66.9%) -34.9% -2.9% to +61.3%: 131 occurrences (25.8%) +61.3% to +125.4%: 23 occurrences (4.5%) +125.4% to +189.5%: 0 occurrences (0.0%) 157.5% +189.5% to +253.7%: 0 occurrences (0.0%) +253.7% to +317.8%: 0 occurrences (0.0%) +317.8% to +381.9%: 0 occurrences (0.0%) 349.9% +381.9% to +446.1%: 0 occurrences (0.0%) +446.1% to +510.2%: 0 occurrences (0.0%) +510.2% to +574.3%: 0 occurrences (0.0%) 542.3% +574.3% to +638.5%: 0 occurrences (0.0%) +638.5% to +702.6%: 0 occurrences (0.0%) +702.6% to +766.7%: 0 occurrences (0.0%) 734.7% +766.7% to +830.9%: 4 occurrences (0.8%) +830.9% to +895.0%: 5 occurrences (1.0%) +895.0% to +959.1%: 5 occurrences (1.0%) 927.1%
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) 62.2% 21.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.4% Adjusts normal bell curve for real-world skewness (8.85) and kurtosis (140.65).
Standard Normal (Black-Scholes / GBM) 92.3% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 40.8% 34.7% Filters for historical windows that started with volatility similar to current 20-day HV (49 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 214.8%
  • Recent 20-Day HV: 43.2%
  • Parkinson Intraday Volatility: 124.8%
  • Vol Trend: Compressed (-80% vs baseline)

14-Day Return Quantiles

  • Median Return: -10.4%
  • Top 10% Move (90th percentile): +22.4%
  • Bottom 10% Move (10th percentile): -46.2%
  • Max Historical Gain (14d): +959.1%
  • Max Historical Loss (14d): -67.0%