Finance

ATYR Move Probability $0.17 -0.00 (-0.1%)

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)
79.9%
Stock touched +5.0% ($0.18) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
35.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.23x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±37.4%
$0.11 — $0.24

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%.

-88.3% to -77.3%: 14 occurrences (2.8%) -82.8% -77.3% to -66.2%: 0 occurrences (0.0%) -66.2% to -55.2%: 0 occurrences (0.0%) -55.2% to -44.2%: 6 occurrences (1.2%) -49.7% -44.2% to -33.1%: 19 occurrences (3.7%) -33.1% to -22.1%: 38 occurrences (7.5%) -22.1% to -11.1%: 58 occurrences (11.4%) -16.6% -11.1% to -0.1%: 133 occurrences (26.2%) -0.1% to +11.0%: 111 occurrences (21.9%) +11.0% to +22.0%: 61 occurrences (12.0%) 16.5% +22.0% to +33.0%: 31 occurrences (6.1%) +33.0% to +44.1%: 15 occurrences (3.0%) +44.1% to +55.1%: 6 occurrences (1.2%) 49.6% +55.1% to +66.1%: 7 occurrences (1.4%) +66.1% to +77.2%: 5 occurrences (1.0%) +77.2% to +88.2%: 4 occurrences (0.8%) 82.7%
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) 79.9% 35.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 77.2% Adjusts normal bell curve for real-world skewness (-11.01) and kurtosis (191.73).
Standard Normal (Black-Scholes / GBM) 89.6% 44.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.7% 32.2% Filters for historical windows that started with volatility similar to current 20-day HV (370 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 158.5%
  • Recent 20-Day HV: 82.0%
  • Parkinson Intraday Volatility: 78.3%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +25.7%
  • Bottom 10% Move (10th percentile): -29.1%
  • Max Historical Gain (14d): +88.2%
  • Max Historical Loss (14d): -88.3%