Finance

ATHM Move Probability $19.95 -0.25 (-1.2%)

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

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
43.9%
Stock touched +5.0% ($20.95) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
19.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.30x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.4%
$18.47 — $21.44

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%.

-21.6% to -19.0%: 2 occurrences (0.4%) -20.3% -19.0% to -16.4%: 2 occurrences (0.4%) -16.4% to -13.8%: 6 occurrences (1.2%) -13.8% to -11.2%: 6 occurrences (1.2%) -12.5% -11.2% to -8.6%: 38 occurrences (7.5%) -8.6% to -6.0%: 61 occurrences (12.0%) -6.0% to -3.4%: 70 occurrences (13.8%) -4.7% -3.4% to -0.8%: 75 occurrences (14.8%) -0.8% to +1.8%: 65 occurrences (12.8%) +1.8% to +4.4%: 70 occurrences (13.8%) 3.1% +4.4% to +7.0%: 54 occurrences (10.6%) +7.0% to +9.6%: 27 occurrences (5.3%) +9.6% to +12.2%: 10 occurrences (2.0%) 10.9% +12.2% to +14.8%: 11 occurrences (2.2%) +14.8% to +17.4%: 7 occurrences (1.4%) +17.4% to +20.0%: 4 occurrences (0.8%) 18.7%
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) 43.9% 19.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.4% Adjusts normal bell curve for real-world skewness (0.16) and kurtosis (1.3).
Standard Normal (Black-Scholes / GBM) 51.2% 25.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 31.6%
  • Recent 20-Day HV: 14.2%
  • Parkinson Intraday Volatility: 26.7%
  • Vol Trend: Compressed (-55% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +7.4%
  • Bottom 10% Move (10th percentile): -8.7%
  • Max Historical Gain (14d): +20.0%
  • Max Historical Loss (14d): -21.6%