Finance

BEAG Move Probability $10.58 +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 BEAG Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
0.0%
Stock touched +5.0% ($11.11) 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%)
±1.1%
$10.46 — $10.70

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 449 historical windows (2024-12-16 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-2.8% to -2.4%: 5 occurrences (1.1%) -2.6% -2.4% to -1.9%: 4 occurrences (0.9%) -1.9% to -1.5%: 2 occurrences (0.4%) -1.5% to -1.0%: 24 occurrences (5.3%) -1.2% -1.0% to -0.5%: 37 occurrences (8.2%) -0.5% to -0.1%: 68 occurrences (15.1%) -0.1% to +0.4%: 149 occurrences (33.2%) 0.1% +0.4% to +0.8%: 79 occurrences (17.6%) +0.8% to +1.3%: 26 occurrences (5.8%) +1.3% to +1.7%: 24 occurrences (5.3%) 1.5% +1.7% to +2.2%: 3 occurrences (0.7%) +2.2% to +2.6%: 1 occurrences (0.2%) +2.6% to +3.1%: 8 occurrences (1.8%) 2.8% +3.1% to +3.5%: 10 occurrences (2.2%) +3.5% to +4.0%: 8 occurrences (1.8%) +4.0% to +4.4%: 1 occurrences (0.2%) 4.2%
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) 0.0% 0.0% Model-free reality across 449 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (0.6) and kurtosis (18.04).
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 (165 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 4.8%
  • Recent 20-Day HV: 2.8%
  • Parkinson Intraday Volatility: 2.5%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +1.4%
  • Bottom 10% Move (10th percentile): -0.9%
  • Max Historical Gain (14d): +4.4%
  • Max Historical Loss (14d): -2.8%