Finance

AVTX Move Probability $12.27 -0.08 (-0.6%)

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)
73.2%
Stock touched +5.0% ($12.88) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
40.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.6%
$9.86 — $14.67

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%.

-46.9% to -38.7%: 4 occurrences (0.8%) -42.8% -38.7% to -30.4%: 6 occurrences (1.2%) -30.4% to -22.2%: 47 occurrences (9.3%) -22.2% to -14.0%: 57 occurrences (11.2%) -18.1% -14.0% to -5.8%: 76 occurrences (15.0%) -5.8% to +2.4%: 86 occurrences (16.9%) +2.4% to +10.6%: 64 occurrences (12.6%) 6.5% +10.6% to +18.8%: 44 occurrences (8.7%) +18.8% to +27.0%: 46 occurrences (9.1%) +27.0% to +35.2%: 42 occurrences (8.3%) 31.1% +35.2% to +43.4%: 23 occurrences (4.5%) +43.4% to +51.6%: 7 occurrences (1.4%) +51.6% to +59.8%: 2 occurrences (0.4%) 55.7% +59.8% to +68.0%: 3 occurrences (0.6%) +68.0% to +76.3%: 0 occurrences (0.0%) +76.3% to +84.5%: 1 occurrences (0.2%) 80.4%
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) 73.2% 40.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.6% Adjusts normal bell curve for real-world skewness (0.64) and kurtosis (2.87).
Standard Normal (Black-Scholes / GBM) 80.3% 40.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.9% 38.2% Filters for historical windows that started with volatility similar to current 20-day HV (228 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 83.1%
  • Recent 20-Day HV: 59.7%
  • Parkinson Intraday Volatility: 60.2%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +32.4%
  • Bottom 10% Move (10th percentile): -23.0%
  • Max Historical Gain (14d): +84.5%
  • Max Historical Loss (14d): -46.9%