SNYR Move Probability $0.09 -0.18 (-65.7%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
51.7%
Stock touched +5.0% ($0.10) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
16.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.10x
You are 3.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±36.7%
$0.06 — $0.13
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 462 historical windows (2024-10-23 to 2026-09-17). The colored bar indicates the win zone for +5.0%.
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) | 51.7% | 16.7% | Model-free reality across 462 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 6.1% | Adjusts normal bell curve for real-world skewness (1.24) and kurtosis (75.14). |
| Standard Normal (Black-Scholes / GBM) | 89.4% | 44.7% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 155.6%
- Recent 20-Day HV: 609.3%
- Parkinson Intraday Volatility: 101.2%
- Vol Trend: Expanded (+292% vs baseline)
14-Day Return Quantiles
- Median Return: -11.4%
- Top 10% Move (90th percentile): +11.2%
- Bottom 10% Move (10th percentile): -32.9%
- Max Historical Gain (14d): +182.2%
- Max Historical Loss (14d): -59.8%