Finance

SKYA Move Probability $2.89 +0.08 (+2.8%)

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)
74.4%
Stock touched +5.0% ($3.03) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
29.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.52x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±46.3%
$1.55 — $4.23

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%.

-95.3% to -75.4%: 27 occurrences (5.3%) -85.3% -75.4% to -55.4%: 2 occurrences (0.4%) -55.4% to -35.5%: 38 occurrences (7.5%) -35.5% to -15.6%: 133 occurrences (26.2%) -25.5% -15.6% to +4.4%: 153 occurrences (30.1%) +4.4% to +24.3%: 92 occurrences (18.1%) +24.3% to +44.2%: 37 occurrences (7.3%) 34.2% +44.2% to +64.1%: 14 occurrences (2.8%) +64.1% to +84.1%: 1 occurrences (0.2%) +84.1% to +104.0%: 2 occurrences (0.4%) 94.0% +104.0% to +123.9%: 6 occurrences (1.2%) +123.9% to +143.9%: 2 occurrences (0.4%) +143.9% to +163.8%: 0 occurrences (0.0%) 153.8% +163.8% to +183.7%: 0 occurrences (0.0%) +183.7% to +203.6%: 0 occurrences (0.0%) +203.6% to +223.6%: 1 occurrences (0.2%) 213.6%
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) 74.4% 29.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 51.7% Adjusts normal bell curve for real-world skewness (-3.01) and kurtosis (36.55).
Standard Normal (Black-Scholes / GBM) 91.6% 45.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.0% 41.8% Filters for historical windows that started with volatility similar to current 20-day HV (213 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 196.3%
  • Recent 20-Day HV: 146.1%
  • Parkinson Intraday Volatility: 120.2%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.5%
  • Top 10% Move (90th percentile): +32.3%
  • Bottom 10% Move (10th percentile): -40.4%
  • Max Historical Gain (14d): +223.6%
  • Max Historical Loss (14d): -95.3%