BMBL Move Probability $5.93 +2.12 (+55.8%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
40.1%
Stock touched +5.0% ($6.23) at least once during 3 trading days.
Median first touch: Day 2 of 3
Expiration Close Probability
17.3%
Stock closed at or beyond +5.0% at the end of the 3-day window.
The Touch Multiple
2.31x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.0%
$5.40 — $6.47
Historical 3-Day Return Distribution
Frequency of rolling 3-day percentage returns over 519 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.
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) | 40.1% | 17.3% | Model-free reality across 519 historical 3-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 1.8% | Adjusts normal bell curve for real-world skewness (1.69) and kurtosis (25.07). |
| Standard Normal (Black-Scholes / GBM) | 58.7% | 29.3% | 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)
3-Day Return Quantiles
- Median Return: -0.4%
- Top 10% Move (90th percentile): +7.4%
- Bottom 10% Move (10th percentile): -7.8%
- Max Historical Gain (3d): +131.1%
- Max Historical Loss (3d): -35.8%