Finance

BBNX Move Probability $22.22 +3.00 (+15.6%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
72.7%
Stock touched +5.0% ($23.33) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
44.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.65x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.6%
$17.64 — $26.80

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 395 historical windows (2025-01-30 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-53.7% to -46.5%: 5 occurrences (1.3%) -50.1% -46.5% to -39.2%: 9 occurrences (2.3%) -39.2% to -32.0%: 2 occurrences (0.5%) -32.0% to -24.7%: 28 occurrences (7.1%) -28.3% -24.7% to -17.4%: 43 occurrences (10.9%) -17.4% to -10.2%: 37 occurrences (9.4%) -10.2% to -2.9%: 48 occurrences (12.2%) -6.6% -2.9% to +4.3%: 43 occurrences (10.9%) +4.3% to +11.6%: 48 occurrences (12.2%) +11.6% to +18.8%: 34 occurrences (8.6%) 15.2% +18.8% to +26.1%: 43 occurrences (10.9%) +26.1% to +33.3%: 25 occurrences (6.3%) +33.3% to +40.6%: 15 occurrences (3.8%) 37.0% +40.6% to +47.9%: 6 occurrences (1.5%) +47.9% to +55.1%: 7 occurrences (1.8%) +55.1% to +62.4%: 2 occurrences (0.5%) 58.7%
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) 72.7% 44.1% Model-free reality across 395 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.1% Adjusts normal bell curve for real-world skewness (-1.07) and kurtosis (13.03).
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) 74.6% 49.8% Filters for historical windows that started with volatility similar to current 20-day HV (279 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.5%
  • Recent 20-Day HV: 91.1%
  • Parkinson Intraday Volatility: 68.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +2.8%
  • Top 10% Move (90th percentile): +31.1%
  • Bottom 10% Move (10th percentile): -25.5%
  • Max Historical Gain (14d): +62.4%
  • Max Historical Loss (14d): -53.7%