Finance

BDCIU Move Probability $10.21 +0.11 (+1.1%)

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 BDCIU Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
0.0%
Stock touched +5.0% ($10.72) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.5%
$10.16 — $10.26

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 253 historical windows (2025-09-30 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-1.1% to -0.9%: 14 occurrences (5.5%) -1.0% -0.9% to -0.7%: 0 occurrences (0.0%) -0.7% to -0.4%: 28 occurrences (11.1%) -0.4% to -0.2%: 15 occurrences (5.9%) -0.3% -0.2% to +0.0%: 155 occurrences (61.3%) +0.0% to +0.2%: 18 occurrences (7.1%) +0.2% to +0.5%: 2 occurrences (0.8%) 0.4% +0.5% to +0.7%: 1 occurrences (0.4%) +0.7% to +0.9%: 1 occurrences (0.4%) +0.9% to +1.2%: 17 occurrences (6.7%) 1.0% +1.2% to +1.4%: 1 occurrences (0.4%) +1.4% to +1.6%: 0 occurrences (0.0%) +1.6% to +1.8%: 0 occurrences (0.0%) 1.7% +1.8% to +2.1%: 0 occurrences (0.0%) +2.1% to +2.3%: 0 occurrences (0.0%) +2.3% to +2.5%: 1 occurrences (0.4%) 2.4%
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) 0.0% 0.0% Model-free reality across 253 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (1.6) and kurtosis (45.68).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (104 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 2.2%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 0.7%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.2%
  • Bottom 10% Move (10th percentile): -0.5%
  • Max Historical Gain (14d): +2.5%
  • Max Historical Loss (14d): -1.1%