Finance

BLNK Move Probability $0.42 +0.00 (+0.2%)

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)
67.3%
Stock touched +5.0% ($0.44) at least once during 14 trading days.
Median first touch: Day 2 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
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.3%
$0.34 — $0.50

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%.

-49.2% to -40.7%: 3 occurrences (0.6%) -45.0% -40.7% to -32.3%: 11 occurrences (2.2%) -32.3% to -23.9%: 37 occurrences (7.3%) -23.9% to -15.4%: 79 occurrences (15.6%) -19.6% -15.4% to -7.0%: 86 occurrences (16.9%) -7.0% to +1.5%: 105 occurrences (20.7%) +1.5% to +9.9%: 70 occurrences (13.8%) 5.7% +9.9% to +18.3%: 43 occurrences (8.5%) +18.3% to +26.8%: 26 occurrences (5.1%) +26.8% to +35.2%: 26 occurrences (5.1%) 31.0% +35.2% to +43.7%: 9 occurrences (1.8%) +43.7% to +52.1%: 7 occurrences (1.4%) +52.1% to +60.5%: 3 occurrences (0.6%) 56.3% +60.5% to +69.0%: 1 occurrences (0.2%) +69.0% to +77.4%: 1 occurrences (0.2%) +77.4% to +85.9%: 1 occurrences (0.2%) 81.7%
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) 67.3% 30.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.5% Adjusts normal bell curve for real-world skewness (0.53) and kurtosis (1.52).
Standard Normal (Black-Scholes / GBM) 80.1% 40.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 65.0% 15.0% Filters for historical windows that started with volatility similar to current 20-day HV (80 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 82.1%
  • Recent 20-Day HV: 46.7%
  • Parkinson Intraday Volatility: 65.1%
  • Vol Trend: Compressed (-43% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.9%
  • Top 10% Move (90th percentile): +25.3%
  • Bottom 10% Move (10th percentile): -23.8%
  • Max Historical Gain (14d): +85.9%
  • Max Historical Loss (14d): -49.2%