Finance

KRYS Move Probability $321.87 -3.55 (-1.1%)

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)
64.0%
Stock touched +5.0% ($337.96) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
40.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.59x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.8%
$290.40 — $353.34

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%.

-24.3% to -21.0%: 8 occurrences (1.6%) -22.7% -21.0% to -17.7%: 5 occurrences (1.0%) -17.7% to -14.4%: 9 occurrences (1.8%) -14.4% to -11.1%: 12 occurrences (2.4%) -12.8% -11.1% to -7.8%: 33 occurrences (6.5%) -7.8% to -4.5%: 48 occurrences (9.4%) -4.5% to -1.2%: 66 occurrences (13.0%) -2.9% -1.2% to +2.1%: 73 occurrences (14.4%) +2.1% to +5.4%: 65 occurrences (12.8%) +5.4% to +8.7%: 69 occurrences (13.6%) 7.0% +8.7% to +12.0%: 50 occurrences (9.8%) +12.0% to +15.3%: 32 occurrences (6.3%) +15.3% to +18.6%: 26 occurrences (5.1%) 17.0% +18.6% to +21.9%: 6 occurrences (1.2%) +21.9% to +25.2%: 2 occurrences (0.4%) +25.2% to +28.5%: 4 occurrences (0.8%) 26.9%
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) 64.0% 40.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.4% Adjusts normal bell curve for real-world skewness (-0.67) and kurtosis (4.81).
Standard Normal (Black-Scholes / GBM) 61.8% 30.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.9% 50.5% Filters for historical windows that started with volatility similar to current 20-day HV (281 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 41.5%
  • Recent 20-Day HV: 31.8%
  • Parkinson Intraday Volatility: 33.8%
  • Vol Trend: Compressed (-23% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.3%
  • Top 10% Move (90th percentile): +13.5%
  • Bottom 10% Move (10th percentile): -9.0%
  • Max Historical Gain (14d): +28.5%
  • Max Historical Loss (14d): -24.3%