Finance

DYAI Move Probability $0.39 +0.00 (+0.6%)

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)
57.7%
Stock touched +5.0% ($0.41) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.2%
$0.31 — $0.46

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%.

-47.9% to -40.1%: 2 occurrences (0.4%) -44.0% -40.1% to -32.3%: 15 occurrences (3.0%) -32.3% to -24.6%: 19 occurrences (3.7%) -24.6% to -16.8%: 30 occurrences (5.9%) -20.7% -16.8% to -9.1%: 93 occurrences (18.3%) -9.1% to -1.3%: 117 occurrences (23.0%) -1.3% to +6.5%: 103 occurrences (20.3%) 2.6% +6.5% to +14.2%: 54 occurrences (10.6%) +14.2% to +22.0%: 30 occurrences (5.9%) +22.0% to +29.8%: 15 occurrences (3.0%) 25.9% +29.8% to +37.5%: 13 occurrences (2.6%) +37.5% to +45.3%: 3 occurrences (0.6%) +45.3% to +53.1%: 5 occurrences (1.0%) 49.2% +53.1% to +60.8%: 3 occurrences (0.6%) +60.8% to +68.6%: 5 occurrences (1.0%) +68.6% to +76.4%: 1 occurrences (0.2%) 72.5%
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) 57.7% 28.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.0% Adjusts normal bell curve for real-world skewness (0.74) and kurtosis (5.63).
Standard Normal (Black-Scholes / GBM) 80.0% 40.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.8% 34.8% Filters for historical windows that started with volatility similar to current 20-day HV (207 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 81.6%
  • Recent 20-Day HV: 91.3%
  • Parkinson Intraday Volatility: 50.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.1%
  • Top 10% Move (90th percentile): +20.1%
  • Bottom 10% Move (10th percentile): -19.0%
  • Max Historical Gain (14d): +76.4%
  • Max Historical Loss (14d): -47.9%