Finance

BBLR Move Probability $0.00 +0.00 (+0.0%)

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 BBLR Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
81.7%
Stock touched +5.0% ($0.00) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
20.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.94x
You are 3.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±60.0%
$0.00 — $0.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-64.9% to -23.4%: 197 occurrences (40.5%) -44.1% -23.4% to +18.2%: 230 occurrences (47.2%) +18.2% to +59.8%: 37 occurrences (7.6%) +59.8% to +101.3%: 8 occurrences (1.6%) 80.5% +101.3% to +142.9%: 2 occurrences (0.4%) +142.9% to +184.4%: 0 occurrences (0.0%) +184.4% to +226.0%: 2 occurrences (0.4%) 205.2% +226.0% to +267.5%: 0 occurrences (0.0%) +267.5% to +309.1%: 0 occurrences (0.0%) +309.1% to +350.7%: 0 occurrences (0.0%) 329.9% +350.7% to +392.2%: 0 occurrences (0.0%) +392.2% to +433.8%: 2 occurrences (0.4%) +433.8% to +475.3%: 3 occurrences (0.6%) 454.6% +475.3% to +516.9%: 1 occurrences (0.2%) +516.9% to +558.4%: 3 occurrences (0.6%) +558.4% to +600.0%: 2 occurrences (0.4%) 579.2%
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) 81.7% 20.7% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 44.7% Adjusts normal bell curve for real-world skewness (0.16) and kurtosis (2.54).
Standard Normal (Black-Scholes / GBM) 93.5% 46.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 87.5% 34.0% Filters for historical windows that started with volatility similar to current 20-day HV (144 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 254.4%
  • Recent 20-Day HV: 429.6%
  • Parkinson Intraday Volatility: 262.0%
  • Vol Trend: Expanded (+69% vs baseline)

14-Day Return Quantiles

  • Median Return: -16.8%
  • Top 10% Move (90th percentile): +27.3%
  • Bottom 10% Move (10th percentile): -40.5%
  • Max Historical Gain (14d): +600.0%
  • Max Historical Loss (14d): -64.9%