Finance

AURA Move Probability $6.45 -0.10 (-1.6%)

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

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Touch Probability (First Passage)
61.0%
Stock touched +5.0% ($6.77) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
30.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.01x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.6%
$5.58 — $7.32

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%.

-33.6% to -29.3%: 2 occurrences (0.4%) -31.5% -29.3% to -24.9%: 3 occurrences (0.6%) -24.9% to -20.5%: 6 occurrences (1.2%) -20.5% to -16.2%: 19 occurrences (3.7%) -18.3% -16.2% to -11.8%: 42 occurrences (8.3%) -11.8% to -7.4%: 53 occurrences (10.4%) -7.4% to -3.0%: 84 occurrences (16.5%) -5.2% -3.0% to +1.3%: 101 occurrences (19.9%) +1.3% to +5.7%: 53 occurrences (10.4%) +5.7% to +10.1%: 60 occurrences (11.8%) 7.9% +10.1% to +14.5%: 39 occurrences (7.7%) +14.5% to +18.8%: 26 occurrences (5.1%) +18.8% to +23.2%: 9 occurrences (1.8%) 21.0% +23.2% to +27.6%: 3 occurrences (0.6%) +27.6% to +31.9%: 7 occurrences (1.4%) +31.9% to +36.3%: 1 occurrences (0.2%) 34.1%
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) 61.0% 30.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.7% Adjusts normal bell curve for real-world skewness (0.46) and kurtosis (3.39).
Standard Normal (Black-Scholes / GBM) 71.9% 35.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 49.6% 21.3% Filters for historical windows that started with volatility similar to current 20-day HV (254 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 57.5%
  • Recent 20-Day HV: 41.6%
  • Parkinson Intraday Volatility: 45.8%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +13.4%
  • Bottom 10% Move (10th percentile): -13.8%
  • Max Historical Gain (14d): +36.3%
  • Max Historical Loss (14d): -33.6%