Finance

ASTS Move Probability $47.58 -3.90 (-7.6%)

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)
60.9%
Stock touched +5.0% ($49.96) at least once during 3 trading days.
Median first touch: Day 1 of 3
Expiration Close Probability
29.9%
Stock closed at or beyond +5.0% at the end of the 3-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.9%
$42.41 — $52.75

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%.

-23.1% to -19.2%: 6 occurrences (1.2%) -21.1% -19.2% to -15.2%: 14 occurrences (2.7%) -15.2% to -11.3%: 38 occurrences (7.3%) -11.3% to -7.4%: 58 occurrences (11.2%) -9.3% -7.4% to -3.5%: 90 occurrences (17.3%) -3.5% to +0.5%: 86 occurrences (16.6%) +0.5% to +4.4%: 64 occurrences (12.3%) 2.4% +4.4% to +8.3%: 50 occurrences (9.6%) +8.3% to +12.3%: 34 occurrences (6.6%) +12.3% to +16.2%: 26 occurrences (5.0%) 14.2% +16.2% to +20.1%: 16 occurrences (3.1%) +20.1% to +24.0%: 11 occurrences (2.1%) +24.0% to +28.0%: 13 occurrences (2.5%) 26.0% +28.0% to +31.9%: 3 occurrences (0.6%) +31.9% to +35.8%: 7 occurrences (1.3%) +35.8% to +39.8%: 3 occurrences (0.6%) 37.8%
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) 60.9% 29.9% Model-free reality across 519 historical 3-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.7% Adjusts normal bell curve for real-world skewness (0.18) and kurtosis (0.08).
Standard Normal (Black-Scholes / GBM) 65.4% 32.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.4% 32.1% Filters for historical windows that started with volatility similar to current 20-day HV (324 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 99.7%
  • Recent 20-Day HV: 80.0%
  • Parkinson Intraday Volatility: 84.8%
  • Vol Trend: Compressed (-20% vs baseline)

3-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +16.2%
  • Bottom 10% Move (10th percentile): -11.6%
  • Max Historical Gain (3d): +39.8%
  • Max Historical Loss (3d): -23.1%