Finance

HYNE Move Probability $17.06 +0.10 (+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)
14.0%
Stock touched +5.0% ($17.91) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
8.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.61x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.4%
$16.48 — $17.64

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 207 historical windows (2025-12-04 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-3.6% to -2.6%: 6 occurrences (2.9%) -3.1% -2.6% to -1.6%: 16 occurrences (7.7%) -1.6% to -0.6%: 23 occurrences (11.1%) -0.6% to +0.4%: 28 occurrences (13.5%) -0.1% +0.4% to +1.4%: 39 occurrences (18.8%) +1.4% to +2.3%: 37 occurrences (17.9%) +2.3% to +3.3%: 20 occurrences (9.7%) 2.8% +3.3% to +4.3%: 12 occurrences (5.8%) +4.3% to +5.3%: 12 occurrences (5.8%) +5.3% to +6.3%: 4 occurrences (1.9%) 5.8% +6.3% to +7.3%: 4 occurrences (1.9%) +7.3% to +8.3%: 1 occurrences (0.5%) +8.3% to +9.3%: 2 occurrences (1.0%) 8.8% +9.3% to +10.3%: 1 occurrences (0.5%) +10.3% to +11.3%: 1 occurrences (0.5%) +11.3% to +12.3%: 1 occurrences (0.5%) 11.8%
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) 14.0% 8.7% Model-free reality across 207 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.3% Adjusts normal bell curve for real-world skewness (0.69) and kurtosis (9.48).
Standard Normal (Black-Scholes / GBM) 15.4% 7.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 14.5%
  • Recent 20-Day HV: 3.3%
  • Parkinson Intraday Volatility: 7.8%
  • Vol Trend: Compressed (-77% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +4.7%
  • Bottom 10% Move (10th percentile): -1.6%
  • Max Historical Gain (14d): +12.3%
  • Max Historical Loss (14d): -3.6%