Finance

WYY Move Probability $6.31 +0.24 (+4.0%)

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 WYY Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
70.9%
Stock touched +5.0% ($6.63) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
44.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.61x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.9%
$4.36 — $8.26

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%.

-45.4% to -11.4%: 110 occurrences (21.7%) -28.4% -11.4% to +22.5%: 281 occurrences (55.3%) +22.5% to +56.5%: 79 occurrences (15.6%) +56.5% to +90.4%: 21 occurrences (4.1%) 73.4% +90.4% to +124.4%: 3 occurrences (0.6%) +124.4% to +158.3%: 0 occurrences (0.0%) +158.3% to +192.2%: 0 occurrences (0.0%) 175.3% +192.2% to +226.2%: 0 occurrences (0.0%) +226.2% to +260.1%: 0 occurrences (0.0%) +260.1% to +294.1%: 2 occurrences (0.4%) 277.1% +294.1% to +328.0%: 0 occurrences (0.0%) +328.0% to +362.0%: 5 occurrences (1.0%) +362.0% to +395.9%: 2 occurrences (0.4%) 378.9% +395.9% to +429.9%: 1 occurrences (0.2%) +429.9% to +463.8%: 2 occurrences (0.4%) +463.8% to +497.7%: 2 occurrences (0.4%) 480.8%
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) 70.9% 44.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.3% Adjusts normal bell curve for real-world skewness (8.83) and kurtosis (143.4).
Standard Normal (Black-Scholes / GBM) 87.5% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.0% 40.2% Filters for historical windows that started with volatility similar to current 20-day HV (296 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 131.1%
  • Recent 20-Day HV: 97.5%
  • Parkinson Intraday Volatility: 63.1%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.3%
  • Top 10% Move (90th percentile): +44.4%
  • Bottom 10% Move (10th percentile): -20.1%
  • Max Historical Gain (14d): +497.7%
  • Max Historical Loss (14d): -45.4%