Finance

APYX Move Probability $2.50 +0.08 (+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.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
74.0%
Stock touched +5.0% ($2.63) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.09x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.7%
$1.99 — $3.02

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%.

-34.5% to -27.7%: 6 occurrences (1.2%) -31.1% -27.7% to -20.8%: 27 occurrences (5.3%) -20.8% to -14.0%: 37 occurrences (7.3%) -14.0% to -7.2%: 61 occurrences (12.0%) -10.6% -7.2% to -0.4%: 104 occurrences (20.5%) -0.4% to +6.4%: 107 occurrences (21.1%) +6.4% to +13.2%: 44 occurrences (8.7%) 9.8% +13.2% to +20.0%: 38 occurrences (7.5%) +20.0% to +26.8%: 31 occurrences (6.1%) +26.8% to +33.6%: 15 occurrences (3.0%) 30.2% +33.6% to +40.4%: 13 occurrences (2.6%) +40.4% to +47.2%: 11 occurrences (2.2%) +47.2% to +54.0%: 4 occurrences (0.8%) 50.6% +54.0% to +60.8%: 6 occurrences (1.2%) +60.8% to +67.6%: 2 occurrences (0.4%) +67.6% to +74.4%: 2 occurrences (0.4%) 71.0%
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) 74.0% 35.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.5% Adjusts normal bell curve for real-world skewness (0.47) and kurtosis (3.36).
Standard Normal (Black-Scholes / GBM) 81.4% 40.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.7% 28.2% Filters for historical windows that started with volatility similar to current 20-day HV (284 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 88.0%
  • Recent 20-Day HV: 76.7%
  • Parkinson Intraday Volatility: 56.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +27.9%
  • Bottom 10% Move (10th percentile): -16.1%
  • Max Historical Gain (14d): +74.4%
  • Max Historical Loss (14d): -34.5%