Finance

AVT Move Probability $93.08 +2.03 (+2.2%)

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

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Touch Probability (First Passage)
49.0%
Stock touched +5.0% ($97.73) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
26.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.1%
$85.53 — $100.63

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%.

-16.0% to -12.8%: 2 occurrences (0.4%) -14.4% -12.8% to -9.6%: 15 occurrences (3.0%) -9.6% to -6.4%: 43 occurrences (8.5%) -6.4% to -3.2%: 58 occurrences (11.4%) -4.8% -3.2% to -0.0%: 110 occurrences (21.7%) -0.0% to +3.2%: 89 occurrences (17.5%) +3.2% to +6.3%: 76 occurrences (15.0%) 4.7% +6.3% to +9.5%: 46 occurrences (9.1%) +9.5% to +12.7%: 23 occurrences (4.5%) +12.7% to +15.9%: 14 occurrences (2.8%) 14.3% +15.9% to +19.1%: 5 occurrences (1.0%) +19.1% to +22.3%: 3 occurrences (0.6%) +22.3% to +25.4%: 9 occurrences (1.8%) 23.9% +25.4% to +28.6%: 10 occurrences (2.0%) +28.6% to +31.8%: 4 occurrences (0.8%) +31.8% to +35.0%: 1 occurrences (0.2%) 33.4%
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) 49.0% 26.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.0% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (4.78).
Standard Normal (Black-Scholes / GBM) 54.7% 27.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.0% 30.8% Filters for historical windows that started with volatility similar to current 20-day HV (266 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 34.4%
  • Recent 20-Day HV: 39.0%
  • Parkinson Intraday Volatility: 25.1%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +11.7%
  • Bottom 10% Move (10th percentile): -6.8%
  • Max Historical Gain (14d): +35.0%
  • Max Historical Loss (14d): -16.0%