Finance

TNYA Move Probability $0.39 -0.02 (-5.7%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
76.0%
Stock touched +5.0% ($0.41) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.8%
$0.27 — $0.51

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%.

-62.8% to -53.7%: 10 occurrences (2.0%) -58.2% -53.7% to -44.6%: 21 occurrences (4.1%) -44.6% to -35.5%: 9 occurrences (1.8%) -35.5% to -26.3%: 39 occurrences (7.7%) -30.9% -26.3% to -17.2%: 39 occurrences (7.7%) -17.2% to -8.1%: 82 occurrences (16.1%) -8.1% to +1.0%: 84 occurrences (16.5%) -3.6% +1.0% to +10.1%: 65 occurrences (12.8%) +10.1% to +19.2%: 45 occurrences (8.9%) +19.2% to +28.3%: 33 occurrences (6.5%) 23.8% +28.3% to +37.4%: 25 occurrences (4.9%) +37.4% to +46.6%: 32 occurrences (6.3%) +46.6% to +55.7%: 7 occurrences (1.4%) 51.1% +55.7% to +64.8%: 7 occurrences (1.4%) +64.8% to +73.9%: 5 occurrences (1.0%) +73.9% to +83.0%: 5 occurrences (1.0%) 78.5%
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) 76.0% 38.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 49.2% Adjusts normal bell curve for real-world skewness (-3.38) and kurtosis (33.62).
Standard Normal (Black-Scholes / GBM) 87.4% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.5% 45.0% Filters for historical windows that started with volatility similar to current 20-day HV (298 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 130.6%
  • Recent 20-Day HV: 123.7%
  • Parkinson Intraday Volatility: 95.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -2.2%
  • Top 10% Move (90th percentile): +38.8%
  • Bottom 10% Move (10th percentile): -31.5%
  • Max Historical Gain (14d): +83.0%
  • Max Historical Loss (14d): -62.8%