Finance

SKYD Move Probability $7.25 +0.20 (+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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
55.6%
Stock touched +5.0% ($7.62) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
24.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.6%
$6.19 — $8.32

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 286 historical windows (2025-08-07 to 2026-10-15). The colored bar indicates the win zone for +5.0%.

-33.5% to -28.6%: 2 occurrences (0.7%) -31.1% -28.6% to -23.7%: 2 occurrences (0.7%) -23.7% to -18.8%: 5 occurrences (1.7%) -18.8% to -13.8%: 16 occurrences (5.6%) -16.3% -13.8% to -8.9%: 52 occurrences (18.2%) -8.9% to -4.0%: 79 occurrences (27.6%) -4.0% to +0.9%: 33 occurrences (11.5%) -1.6% +0.9% to +5.8%: 30 occurrences (10.5%) +5.8% to +10.7%: 14 occurrences (4.9%) +10.7% to +15.6%: 8 occurrences (2.8%) 13.2% +15.6% to +20.6%: 12 occurrences (4.2%) +20.6% to +25.5%: 10 occurrences (3.5%) +25.5% to +30.4%: 14 occurrences (4.9%) 27.9% +30.4% to +35.3%: 6 occurrences (2.1%) +35.3% to +40.2%: 2 occurrences (0.7%) +40.2% to +45.1%: 1 occurrences (0.3%) 42.7%
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) 55.6% 24.5% Model-free reality across 286 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.4% Adjusts normal bell curve for real-world skewness (2.28) and kurtosis (15.44).
Standard Normal (Black-Scholes / GBM) 73.9% 36.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.5% 16.4% Filters for historical windows that started with volatility similar to current 20-day HV (134 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.1%
  • Recent 20-Day HV: 60.1%
  • Parkinson Intraday Volatility: 56.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -5.3%
  • Top 10% Move (90th percentile): +21.7%
  • Bottom 10% Move (10th percentile): -13.7%
  • Max Historical Gain (14d): +45.1%
  • Max Historical Loss (14d): -33.5%