Finance

ATMU Move Probability $45.09 +0.31 (+0.7%)

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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Touch Probability (First Passage)
52.4%
Stock touched +5.0% ($47.34) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
30.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.71x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.5%
$41.28 — $48.90

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%.

-22.8% to -20.1%: 3 occurrences (0.6%) -21.4% -20.1% to -17.4%: 4 occurrences (0.8%) -17.4% to -14.8%: 3 occurrences (0.6%) -14.8% to -12.1%: 15 occurrences (3.0%) -13.4% -12.1% to -9.4%: 22 occurrences (4.3%) -9.4% to -6.8%: 35 occurrences (6.9%) -6.8% to -4.1%: 59 occurrences (11.6%) -5.4% -4.1% to -1.4%: 52 occurrences (10.2%) -1.4% to +1.2%: 60 occurrences (11.8%) +1.2% to +3.9%: 79 occurrences (15.6%) 2.6% +3.9% to +6.6%: 61 occurrences (12.0%) +6.6% to +9.2%: 41 occurrences (8.1%) +9.2% to +11.9%: 42 occurrences (8.3%) 10.6% +11.9% to +14.6%: 21 occurrences (4.1%) +14.6% to +17.2%: 8 occurrences (1.6%) +17.2% to +19.9%: 3 occurrences (0.6%) 18.6%
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) 52.4% 30.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.9% Adjusts normal bell curve for real-world skewness (-0.99) and kurtosis (10.01).
Standard Normal (Black-Scholes / GBM) 56.4% 28.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 52.5% 33.4% Filters for historical windows that started with volatility similar to current 20-day HV (320 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 35.9%
  • Recent 20-Day HV: 28.1%
  • Parkinson Intraday Volatility: 25.6%
  • Vol Trend: Compressed (-22% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.3%
  • Top 10% Move (90th percentile): +10.5%
  • Bottom 10% Move (10th percentile): -9.1%
  • Max Historical Gain (14d): +19.9%
  • Max Historical Loss (14d): -22.8%