Finance

RYM Move Probability $17.26 -2.34 (-11.9%)

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)
62.8%
Stock touched +5.0% ($18.12) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
43.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.44x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±51.1%
$8.45 — $26.07

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%.

-45.8% to +43.1%: 429 occurrences (84.4%) -1.4% +43.1% to +132.0%: 39 occurrences (7.7%) +132.0% to +220.9%: 12 occurrences (2.4%) +220.9% to +309.9%: 1 occurrences (0.2%) 265.4% +309.9% to +398.8%: 3 occurrences (0.6%) +398.8% to +487.7%: 1 occurrences (0.2%) +487.7% to +576.6%: 0 occurrences (0.0%) 532.2% +576.6% to +665.6%: 5 occurrences (1.0%) +665.6% to +754.5%: 4 occurrences (0.8%) +754.5% to +843.4%: 1 occurrences (0.2%) 798.9% +843.4% to +932.3%: 4 occurrences (0.8%) +932.3% to +1021.3%: 3 occurrences (0.6%) +1021.3% to +1110.2%: 3 occurrences (0.6%) 1065.7% +1110.2% to +1199.1%: 1 occurrences (0.2%) +1199.1% to +1288.0%: 0 occurrences (0.0%) +1288.0% to +1377.0%: 2 occurrences (0.4%) 1332.5%
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) 62.8% 43.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.0% Adjusts normal bell curve for real-world skewness (8.58) and kurtosis (127.21).
Standard Normal (Black-Scholes / GBM) 92.4% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.1% 48.0% Filters for historical windows that started with volatility similar to current 20-day HV (177 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 216.7%
  • Recent 20-Day HV: 99.2%
  • Parkinson Intraday Volatility: 77.5%
  • Vol Trend: Compressed (-54% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +82.0%
  • Bottom 10% Move (10th percentile): -23.4%
  • Max Historical Gain (14d): +1377.0%
  • Max Historical Loss (14d): -45.8%