Finance

SKYH Move Probability $9.12 +0.11 (+1.2%)

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)
53.5%
Stock touched +5.0% ($9.57) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
24.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.21x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.4%
$8.26 — $9.97

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%.

-21.4% to -17.7%: 7 occurrences (1.4%) -19.6% -17.7% to -13.9%: 16 occurrences (3.1%) -13.9% to -10.1%: 25 occurrences (4.9%) -10.1% to -6.3%: 54 occurrences (10.6%) -8.2% -6.3% to -2.5%: 103 occurrences (20.3%) -2.5% to +1.2%: 105 occurrences (20.7%) +1.2% to +5.0%: 75 occurrences (14.8%) 3.1% +5.0% to +8.8%: 61 occurrences (12.0%) +8.8% to +12.6%: 34 occurrences (6.7%) +12.6% to +16.4%: 14 occurrences (2.8%) 14.5% +16.4% to +20.1%: 4 occurrences (0.8%) +20.1% to +23.9%: 6 occurrences (1.2%) +23.9% to +27.7%: 1 occurrences (0.2%) 25.8% +27.7% to +31.5%: 2 occurrences (0.4%) +31.5% to +35.3%: 0 occurrences (0.0%) +35.3% to +39.0%: 1 occurrences (0.2%) 37.1%
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) 53.5% 24.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.0% Adjusts normal bell curve for real-world skewness (-0.07) and kurtosis (1.73).
Standard Normal (Black-Scholes / GBM) 60.3% 30.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 38.7% 14.4% Filters for historical windows that started with volatility similar to current 20-day HV (111 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 39.8%
  • Recent 20-Day HV: 22.4%
  • Parkinson Intraday Volatility: 29.0%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +9.8%
  • Bottom 10% Move (10th percentile): -9.4%
  • Max Historical Gain (14d): +39.0%
  • Max Historical Loss (14d): -21.4%