Finance

URGN Move Probability $35.47 +0.48 (+1.4%)

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)
73.8%
Stock touched +5.0% ($37.24) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.6%
$28.15 — $42.79

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%.

-64.8% to -43.6%: 11 occurrences (2.2%) -54.2% -43.6% to -22.5%: 5 occurrences (1.0%) -22.5% to -1.3%: 221 occurrences (43.5%) -1.3% to +19.9%: 180 occurrences (35.4%) 9.3% +19.9% to +41.0%: 70 occurrences (13.8%) +41.0% to +62.2%: 6 occurrences (1.2%) +62.2% to +83.4%: 3 occurrences (0.6%) 72.8% +83.4% to +104.5%: 2 occurrences (0.4%) +104.5% to +125.7%: 0 occurrences (0.0%) +125.7% to +146.9%: 0 occurrences (0.0%) 136.3% +146.9% to +168.0%: 1 occurrences (0.2%) +168.0% to +189.2%: 4 occurrences (0.8%) +189.2% to +210.4%: 1 occurrences (0.2%) 199.8% +210.4% to +231.5%: 1 occurrences (0.2%) +231.5% to +252.7%: 1 occurrences (0.2%) +252.7% to +273.9%: 2 occurrences (0.4%) 263.3%
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) 73.8% 36.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.6% Adjusts normal bell curve for real-world skewness (-1.16) and kurtosis (35.94).
Standard Normal (Black-Scholes / GBM) 81.3% 40.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.3% 38.3% Filters for historical windows that started with volatility similar to current 20-day HV (295 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.5%
  • Recent 20-Day HV: 49.7%
  • Parkinson Intraday Volatility: 65.9%
  • Vol Trend: Compressed (-43% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +27.4%
  • Bottom 10% Move (10th percentile): -13.5%
  • Max Historical Gain (14d): +273.9%
  • Max Historical Loss (14d): -64.8%