Finance

AUTL Move Probability $1.61 -0.04 (-2.4%)

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)
73.0%
Stock touched +5.0% ($1.70) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.12x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.2%
$1.32 — $1.91

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%.

-39.1% to -32.0%: 9 occurrences (1.8%) -35.6% -32.0% to -24.8%: 29 occurrences (5.7%) -24.8% to -17.6%: 55 occurrences (10.8%) -17.6% to -10.4%: 80 occurrences (15.7%) -14.0% -10.4% to -3.2%: 79 occurrences (15.6%) -3.2% to +4.0%: 74 occurrences (14.6%) +4.0% to +11.2%: 56 occurrences (11.0%) 7.6% +11.2% to +18.4%: 54 occurrences (10.6%) +18.4% to +25.6%: 27 occurrences (5.3%) +25.6% to +32.8%: 19 occurrences (3.7%) 29.2% +32.8% to +40.0%: 10 occurrences (2.0%) +40.0% to +47.2%: 1 occurrences (0.2%) +47.2% to +54.4%: 5 occurrences (1.0%) 50.8% +54.4% to +61.6%: 5 occurrences (1.0%) +61.6% to +68.7%: 2 occurrences (0.4%) +68.7% to +75.9%: 3 occurrences (0.6%) 72.3%
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) 73.0% 34.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.5% Adjusts normal bell curve for real-world skewness (0.2) and kurtosis (1.5).
Standard Normal (Black-Scholes / GBM) 78.8% 39.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.3% 30.3% Filters for historical windows that started with volatility similar to current 20-day HV (274 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 77.1%
  • Recent 20-Day HV: 57.1%
  • Parkinson Intraday Volatility: 64.3%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.1%
  • Top 10% Move (90th percentile): +23.0%
  • Bottom 10% Move (10th percentile): -21.7%
  • Max Historical Gain (14d): +75.9%
  • Max Historical Loss (14d): -39.1%