Finance

AVAH Move Probability $12.98 +0.23 (+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.

← Back to AVAH Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
62.4%
Stock touched +5.0% ($13.63) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
36.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.8%
$11.06 — $14.90

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%.

-25.8% to -18.1%: 18 occurrences (3.5%) -22.0% -18.1% to -10.5%: 69 occurrences (13.6%) -10.5% to -2.8%: 128 occurrences (25.2%) -2.8% to +4.9%: 106 occurrences (20.9%) 1.1% +4.9% to +12.6%: 78 occurrences (15.4%) +12.6% to +20.3%: 38 occurrences (7.5%) +20.3% to +28.0%: 20 occurrences (3.9%) 24.1% +28.0% to +35.7%: 20 occurrences (3.9%) +35.7% to +43.4%: 8 occurrences (1.6%) +43.4% to +51.0%: 10 occurrences (2.0%) 47.2% +51.0% to +58.7%: 1 occurrences (0.2%) +58.7% to +66.4%: 0 occurrences (0.0%) +66.4% to +74.1%: 1 occurrences (0.2%) 70.3% +74.1% to +81.8%: 6 occurrences (1.2%) +81.8% to +89.5%: 2 occurrences (0.4%) +89.5% to +97.2%: 3 occurrences (0.6%) 93.3%
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) 62.4% 36.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.7% Adjusts normal bell curve for real-world skewness (3.3) and kurtosis (29.05).
Standard Normal (Black-Scholes / GBM) 74.1% 37.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.4% 26.9% Filters for historical windows that started with volatility similar to current 20-day HV (93 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.7%
  • Recent 20-Day HV: 26.8%
  • Parkinson Intraday Volatility: 44.5%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +27.8%
  • Bottom 10% Move (10th percentile): -13.6%
  • Max Historical Gain (14d): +97.2%
  • Max Historical Loss (14d): -25.8%