Finance

RYAM Move Probability $7.01 +0.01 (+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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
62.6%
Stock touched +5.0% ($7.36) at least once during 14 trading days.
Median first touch: Day 4 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
2.09x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.4%
$6.00 — $8.02

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%.

-31.0% to -25.4%: 9 occurrences (1.8%) -28.2% -25.4% to -19.7%: 15 occurrences (3.0%) -19.7% to -14.1%: 44 occurrences (8.7%) -14.1% to -8.4%: 71 occurrences (14.0%) -11.2% -8.4% to -2.8%: 98 occurrences (19.3%) -2.8% to +2.9%: 102 occurrences (20.1%) +2.9% to +8.5%: 49 occurrences (9.6%) 5.7% +8.5% to +14.2%: 31 occurrences (6.1%) +14.2% to +19.8%: 30 occurrences (5.9%) +19.8% to +25.5%: 24 occurrences (4.7%) 22.7% +25.5% to +31.1%: 15 occurrences (3.0%) +31.1% to +36.8%: 6 occurrences (1.2%) +36.8% to +42.4%: 4 occurrences (0.8%) 39.6% +42.4% to +48.1%: 6 occurrences (1.2%) +48.1% to +53.7%: 2 occurrences (0.4%) +53.7% to +59.4%: 2 occurrences (0.4%) 56.5%
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) 62.6% 29.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.6% Adjusts normal bell curve for real-world skewness (1.73) and kurtosis (16.81).
Standard Normal (Black-Scholes / GBM) 73.4% 36.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 67.0% 35.1% Filters for historical windows that started with volatility similar to current 20-day HV (279 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 60.9%
  • Recent 20-Day HV: 43.6%
  • Parkinson Intraday Volatility: 45.3%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.0%
  • Top 10% Move (90th percentile): +20.9%
  • Bottom 10% Move (10th percentile): -16.1%
  • Max Historical Gain (14d): +59.4%
  • Max Historical Loss (14d): -31.0%