Finance

ATOS Move Probability $2.54 -0.03 (-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)
65.9%
Stock touched +5.0% ($2.67) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
29.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.20x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±42.6%
$1.46 — $3.62

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%.

-63.1% to -5.1%: 222 occurrences (43.7%) -34.1% -5.1% to +52.9%: 258 occurrences (50.8%) +52.9% to +110.9%: 14 occurrences (2.8%) +110.9% to +168.9%: 0 occurrences (0.0%) 139.9% +168.9% to +226.9%: 0 occurrences (0.0%) +226.9% to +284.9%: 0 occurrences (0.0%) +284.9% to +342.9%: 0 occurrences (0.0%) 313.9% +342.9% to +400.9%: 0 occurrences (0.0%) +400.9% to +458.8%: 0 occurrences (0.0%) +458.8% to +516.8%: 0 occurrences (0.0%) 487.8% +516.8% to +574.8%: 0 occurrences (0.0%) +574.8% to +632.8%: 0 occurrences (0.0%) +632.8% to +690.8%: 1 occurrences (0.2%) 661.8% +690.8% to +748.8%: 2 occurrences (0.4%) +748.8% to +806.8%: 8 occurrences (1.6%) +806.8% to +864.8%: 3 occurrences (0.6%) 835.8%
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) 65.9% 29.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (14.51) and kurtosis (275.05).
Standard Normal (Black-Scholes / GBM) 90.9% 45.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.3% 31.6% Filters for historical windows that started with volatility similar to current 20-day HV (196 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 180.8%
  • Recent 20-Day HV: 100.4%
  • Parkinson Intraday Volatility: 52.4%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.7%
  • Top 10% Move (90th percentile): +28.5%
  • Bottom 10% Move (10th percentile): -18.3%
  • Max Historical Gain (14d): +864.8%
  • Max Historical Loss (14d): -63.1%