Finance

ATEN Move Probability $25.07 +0.43 (+1.8%)

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)
61.0%
Stock touched +5.0% ($26.32) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
39.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.55x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.7%
$22.90 — $27.24

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%.

-25.0% to -21.9%: 5 occurrences (1.0%) -23.4% -21.9% to -18.9%: 6 occurrences (1.2%) -18.9% to -15.9%: 7 occurrences (1.4%) -15.9% to -12.9%: 13 occurrences (2.6%) -14.4% -12.9% to -9.8%: 9 occurrences (1.8%) -9.8% to -6.8%: 27 occurrences (5.3%) -6.8% to -3.8%: 46 occurrences (9.1%) -5.3% -3.8% to -0.8%: 59 occurrences (11.6%) -0.8% to +2.2%: 68 occurrences (13.4%) +2.2% to +5.3%: 75 occurrences (14.8%) 3.8% +5.3% to +8.3%: 67 occurrences (13.2%) +8.3% to +11.3%: 49 occurrences (9.6%) +11.3% to +14.3%: 45 occurrences (8.9%) 12.8% +14.3% to +17.4%: 23 occurrences (4.5%) +17.4% to +20.4%: 4 occurrences (0.8%) +20.4% to +23.4%: 5 occurrences (1.0%) 21.9%
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) 61.0% 39.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.3% Adjusts normal bell curve for real-world skewness (-1.13) and kurtosis (8.22).
Standard Normal (Black-Scholes / GBM) 57.4% 28.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.6% 49.0% Filters for historical windows that started with volatility similar to current 20-day HV (194 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 36.8%
  • Recent 20-Day HV: 47.9%
  • Parkinson Intraday Volatility: 28.6%
  • Vol Trend: Expanded (+30% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.7%
  • Top 10% Move (90th percentile): +12.5%
  • Bottom 10% Move (10th percentile): -8.9%
  • Max Historical Gain (14d): +23.4%
  • Max Historical Loss (14d): -25.0%