Finance

VYST Move Probability $0.07 -0.00 (-4.6%)

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

← Back to VYST Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
85.6%
Stock touched +5.0% ($0.07) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
40.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.12x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±91.0%
$0.01 — $0.13

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-71.2% to -13.5%: 165 occurrences (34.0%) -42.3% -13.5% to +44.2%: 243 occurrences (50.0%) +44.2% to +102.0%: 32 occurrences (6.6%) +102.0% to +159.7%: 17 occurrences (3.5%) 130.8% +159.7% to +217.4%: 10 occurrences (2.1%) +217.4% to +275.1%: 5 occurrences (1.0%) +275.1% to +332.9%: 6 occurrences (1.2%) 304.0% +332.9% to +390.6%: 3 occurrences (0.6%) +390.6% to +448.3%: 1 occurrences (0.2%) +448.3% to +506.0%: 1 occurrences (0.2%) 477.2% +506.0% to +563.8%: 0 occurrences (0.0%) +563.8% to +621.5%: 1 occurrences (0.2%) +621.5% to +679.2%: 0 occurrences (0.0%) 650.3% +679.2% to +736.9%: 0 occurrences (0.0%) +736.9% to +794.7%: 0 occurrences (0.0%) +794.7% to +852.4%: 2 occurrences (0.4%) 823.5%
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) 85.6% 40.3% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.9% Adjusts normal bell curve for real-world skewness (1.13) and kurtosis (15.45).
Standard Normal (Black-Scholes / GBM) 95.7% 47.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 91.7% 83.3% Filters for historical windows that started with volatility similar to current 20-day HV (24 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 386.1%
  • Recent 20-Day HV: 94.0%
  • Parkinson Intraday Volatility: 474.2%
  • Vol Trend: Compressed (-76% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +95.9%
  • Bottom 10% Move (10th percentile): -29.4%
  • Max Historical Gain (14d): +852.4%
  • Max Historical Loss (14d): -71.2%