Finance

VYX Move Probability $8.14 -0.14 (-1.7%)

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)
59.1%
Stock touched +5.0% ($8.55) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
27.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.0%
$7.16 — $9.12

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%.

-30.1% to -25.7%: 4 occurrences (0.8%) -27.9% -25.7% to -21.4%: 12 occurrences (2.4%) -21.4% to -17.0%: 22 occurrences (4.3%) -17.0% to -12.6%: 30 occurrences (5.9%) -14.8% -12.6% to -8.3%: 64 occurrences (12.6%) -8.3% to -3.9%: 75 occurrences (14.8%) -3.9% to +0.5%: 80 occurrences (15.7%) -1.7% +0.5% to +4.8%: 75 occurrences (14.8%) +4.8% to +9.2%: 62 occurrences (12.2%) +9.2% to +13.6%: 40 occurrences (7.9%) 11.4% +13.6% to +18.0%: 17 occurrences (3.3%) +18.0% to +22.3%: 13 occurrences (2.6%) +22.3% to +26.7%: 6 occurrences (1.2%) 24.5% +26.7% to +31.1%: 5 occurrences (1.0%) +31.1% to +35.4%: 2 occurrences (0.4%) +35.4% to +39.8%: 1 occurrences (0.2%) 37.6%
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) 59.1% 27.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.4% Adjusts normal bell curve for real-world skewness (0.17) and kurtosis (2.97).
Standard Normal (Black-Scholes / GBM) 68.4% 34.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.3% 30.1% Filters for historical windows that started with volatility similar to current 20-day HV (292 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 50.9%
  • Recent 20-Day HV: 53.7%
  • Parkinson Intraday Volatility: 42.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.8%
  • Top 10% Move (90th percentile): +12.5%
  • Bottom 10% Move (10th percentile): -14.9%
  • Max Historical Gain (14d): +39.8%
  • Max Historical Loss (14d): -30.1%