Finance

BKTI Move Probability $67.78 +0.35 (+0.5%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to BKTI Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
61.4%
Stock touched +5.0% ($71.17) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
36.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.3%
$56.71 — $78.85

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%.

-27.0% to -19.7%: 8 occurrences (1.6%) -23.4% -19.7% to -12.4%: 29 occurrences (5.7%) -12.4% to -5.2%: 101 occurrences (19.9%) -5.2% to +2.1%: 130 occurrences (25.6%) -1.5% +2.1% to +9.4%: 107 occurrences (21.1%) +9.4% to +16.7%: 53 occurrences (10.4%) +16.7% to +23.9%: 37 occurrences (7.3%) 20.3% +23.9% to +31.2%: 20 occurrences (3.9%) +31.2% to +38.5%: 4 occurrences (0.8%) +38.5% to +45.8%: 1 occurrences (0.2%) 42.1% +45.8% to +53.1%: 2 occurrences (0.4%) +53.1% to +60.3%: 5 occurrences (1.0%) +60.3% to +67.6%: 3 occurrences (0.6%) 64.0% +67.6% to +74.9%: 4 occurrences (0.8%) +74.9% to +82.2%: 3 occurrences (0.6%) +82.2% to +89.5%: 1 occurrences (0.2%) 85.8%
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) 61.4% 36.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 21.5% Adjusts normal bell curve for real-world skewness (1.5) and kurtosis (9.7).
Standard Normal (Black-Scholes / GBM) 76.5% 38.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.8% 21.0% Filters for historical windows that started with volatility similar to current 20-day HV (124 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 69.3%
  • Recent 20-Day HV: 32.2%
  • Parkinson Intraday Volatility: 27.2%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.4%
  • Top 10% Move (90th percentile): +21.3%
  • Bottom 10% Move (10th percentile): -11.1%
  • Max Historical Gain (14d): +89.5%
  • Max Historical Loss (14d): -27.0%