Finance

AUR Move Probability $5.01 -0.01 (-0.2%)

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 AUR Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
76.2%
Stock touched +5.0% ($5.26) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.14x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.5%
$4.03 — $5.99

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%.

-32.8% to -26.1%: 7 occurrences (1.4%) -29.4% -26.1% to -19.4%: 18 occurrences (3.5%) -19.4% to -12.7%: 65 occurrences (12.8%) -12.7% to -6.0%: 110 occurrences (21.7%) -9.3% -6.0% to +0.7%: 81 occurrences (15.9%) +0.7% to +7.4%: 73 occurrences (14.4%) +7.4% to +14.2%: 55 occurrences (10.8%) 10.8% +14.2% to +20.9%: 44 occurrences (8.7%) +20.9% to +27.6%: 29 occurrences (5.7%) +27.6% to +34.3%: 8 occurrences (1.6%) 30.9% +34.3% to +41.0%: 10 occurrences (2.0%) +41.0% to +47.7%: 2 occurrences (0.4%) +47.7% to +54.4%: 2 occurrences (0.4%) 51.0% +54.4% to +61.1%: 2 occurrences (0.4%) +61.1% to +67.8%: 1 occurrences (0.2%) +67.8% to +74.5%: 1 occurrences (0.2%) 71.1%
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) 76.2% 35.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.3% Adjusts normal bell curve for real-world skewness (1.03) and kurtosis (7.55).
Standard Normal (Black-Scholes / GBM) 80.3% 40.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.1% 30.6% Filters for historical windows that started with volatility similar to current 20-day HV (291 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 82.9%
  • Recent 20-Day HV: 75.3%
  • Parkinson Intraday Volatility: 69.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +21.5%
  • Bottom 10% Move (10th percentile): -15.8%
  • Max Historical Gain (14d): +74.5%
  • Max Historical Loss (14d): -32.8%