Finance

BIO Move Probability $360.15 +5.47 (+1.5%)

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)
54.9%
Stock touched +5.0% ($378.16) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
30.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.5%
$326.05 — $394.25

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-23.1% to -20.0%: 11 occurrences (2.2%) -21.6% -20.0% to -16.9%: 3 occurrences (0.6%) -16.9% to -13.8%: 8 occurrences (1.6%) -13.8% to -10.7%: 21 occurrences (4.1%) -12.2% -10.7% to -7.6%: 37 occurrences (7.3%) -7.6% to -4.5%: 56 occurrences (11.0%) -4.5% to -1.4%: 73 occurrences (14.4%) -2.9% -1.4% to +1.8%: 74 occurrences (14.6%) +1.8% to +4.9%: 66 occurrences (13.0%) +4.9% to +8.0%: 63 occurrences (12.4%) 6.4% +8.0% to +11.1%: 47 occurrences (9.3%) +11.1% to +14.2%: 26 occurrences (5.1%) +14.2% to +17.3%: 13 occurrences (2.6%) 15.8% +17.3% to +20.4%: 4 occurrences (0.8%) +20.4% to +23.5%: 1 occurrences (0.2%) +23.5% to +26.6%: 5 occurrences (1.0%) 25.1%
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) 54.9% 30.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.5% Adjusts normal bell curve for real-world skewness (0.49) and kurtosis (7.05).
Standard Normal (Black-Scholes / GBM) 60.6% 30.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 56.4% 35.0% Filters for historical windows that started with volatility similar to current 20-day HV (346 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 40.2%
  • Recent 20-Day HV: 35.7%
  • Parkinson Intraday Volatility: 26.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +10.8%
  • Bottom 10% Move (10th percentile): -9.6%
  • Max Historical Gain (14d): +26.6%
  • Max Historical Loss (14d): -23.1%