Finance

BEX Move Probability $15.89 -5.25 (-24.8%)

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)
91.0%
Stock touched +5.0% ($16.68) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
44.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.03x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±50.7%
$7.83 — $23.95

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 223 historical windows (2025-11-13 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-64.7% to -46.5%: 15 occurrences (6.7%) -55.6% -46.5% to -28.3%: 29 occurrences (13.0%) -28.3% to -10.1%: 46 occurrences (20.6%) -10.1% to +8.0%: 42 occurrences (18.8%) -1.1% +8.0% to +26.2%: 25 occurrences (11.2%) +26.2% to +44.4%: 13 occurrences (5.8%) +44.4% to +62.6%: 18 occurrences (8.1%) 53.5% +62.6% to +80.7%: 7 occurrences (3.1%) +80.7% to +98.9%: 3 occurrences (1.3%) +98.9% to +117.1%: 3 occurrences (1.3%) 108.0% +117.1% to +135.3%: 7 occurrences (3.1%) +135.3% to +153.5%: 3 occurrences (1.3%) +153.5% to +171.6%: 6 occurrences (2.7%) 162.5% +171.6% to +189.8%: 4 occurrences (1.8%) +189.8% to +208.0%: 1 occurrences (0.4%) +208.0% to +226.2%: 1 occurrences (0.4%) 217.1%
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) 91.0% 44.8% Model-free reality across 223 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 46.6% Adjusts normal bell curve for real-world skewness (-0.1) and kurtosis (0.45).
Standard Normal (Black-Scholes / GBM) 92.3% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 92.2% 50.0% Filters for historical windows that started with volatility similar to current 20-day HV (192 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 215.2%
  • Recent 20-Day HV: 202.0%
  • Parkinson Intraday Volatility: 160.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +104.5%
  • Bottom 10% Move (10th percentile): -39.9%
  • Max Historical Gain (14d): +226.2%
  • Max Historical Loss (14d): -64.7%