Finance

BIYA Move Probability $1.25 +0.04 (+3.3%)

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)
73.8%
Stock touched +5.0% ($1.31) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
27.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.69x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±109.6%
$0.01 — $2.62

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 386 historical windows (2025-03-21 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-96.9% to +72.1%: 364 occurrences (94.3%) -12.4% +72.1% to +241.2%: 6 occurrences (1.6%) +241.2% to +410.2%: 3 occurrences (0.8%) +410.2% to +579.2%: 2 occurrences (0.5%) 494.7% +579.2% to +748.2%: 3 occurrences (0.8%) +748.2% to +917.2%: 2 occurrences (0.5%) +917.2% to +1086.2%: 2 occurrences (0.5%) 1001.7% +1086.2% to +1255.2%: 2 occurrences (0.5%) +1255.2% to +1424.3%: 0 occurrences (0.0%) +1424.3% to +1593.3%: 0 occurrences (0.0%) 1508.8% +1593.3% to +1762.3%: 0 occurrences (0.0%) +1762.3% to +1931.3%: 0 occurrences (0.0%) +1931.3% to +2100.3%: 0 occurrences (0.0%) 2015.8% +2100.3% to +2269.3%: 1 occurrences (0.3%) +2269.3% to +2438.3%: 0 occurrences (0.0%) +2438.3% to +2607.4%: 1 occurrences (0.3%) 2522.8%
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) 73.8% 27.5% Model-free reality across 386 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.7% Adjusts normal bell curve for real-world skewness (0.99) and kurtosis (75.36).
Standard Normal (Black-Scholes / GBM) 96.4% 48.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.6% 24.7% Filters for historical windows that started with volatility similar to current 20-day HV (85 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 465.0%
  • Recent 20-Day HV: 224.0%
  • Parkinson Intraday Volatility: 165.3%
  • Vol Trend: Compressed (-52% vs baseline)

14-Day Return Quantiles

  • Median Return: -11.7%
  • Top 10% Move (90th percentile): +30.0%
  • Bottom 10% Move (10th percentile): -47.9%
  • Max Historical Gain (14d): +2607.4%
  • Max Historical Loss (14d): -96.9%