Finance

BMBL Move Probability $5.94 +2.13 (+55.9%)

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)
68.5%
Stock touched +5.0% ($6.24) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
34.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.98x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.4%
$4.79 — $7.09

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-44.0% to -33.7%: 21 occurrences (4.1%) -38.8% -33.7% to -23.3%: 22 occurrences (4.3%) -23.3% to -12.9%: 57 occurrences (11.2%) -12.9% to -2.6%: 134 occurrences (26.4%) -7.8% -2.6% to +7.8%: 131 occurrences (25.8%) +7.8% to +18.1%: 85 occurrences (16.7%) +18.1% to +28.5%: 32 occurrences (6.3%) 23.3% +28.5% to +38.8%: 23 occurrences (4.5%) +38.8% to +49.2%: 2 occurrences (0.4%) +49.2% to +59.5%: 0 occurrences (0.0%) 54.3% +59.5% to +69.9%: 0 occurrences (0.0%) +69.9% to +80.2%: 0 occurrences (0.0%) +80.2% to +90.6%: 0 occurrences (0.0%) 85.4% +90.6% to +100.9%: 0 occurrences (0.0%) +100.9% to +111.3%: 0 occurrences (0.0%) +111.3% to +121.6%: 1 occurrences (0.2%) 116.5%
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) 68.5% 34.6% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.7% Adjusts normal bell curve for real-world skewness (1.69) and kurtosis (25.07).
Standard Normal (Black-Scholes / GBM) 80.1% 40.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 82.3%
  • Recent 20-Day HV: 216.5%
  • Parkinson Intraday Volatility: 55.8%
  • Vol Trend: Expanded (+163% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +21.3%
  • Bottom 10% Move (10th percentile): -19.4%
  • Max Historical Gain (14d): +121.6%
  • Max Historical Loss (14d): -44.0%