Finance

BSBK Move Probability $9.13 +0.01 (+0.1%)

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)
9.9%
Stock touched +5.0% ($9.59) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
9.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.06x
You are 1.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±4.3%
$8.74 — $9.52

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-13.0% to -11.4%: 4 occurrences (0.8%) -12.2% -11.4% to -9.8%: 3 occurrences (0.6%) -9.8% to -8.3%: 11 occurrences (2.2%) -8.3% to -6.7%: 11 occurrences (2.2%) -7.5% -6.7% to -5.1%: 7 occurrences (1.4%) -5.1% to -3.6%: 12 occurrences (2.4%) -3.6% to -2.0%: 64 occurrences (12.6%) -2.8% -2.0% to -0.5%: 65 occurrences (12.8%) -0.5% to +1.1%: 155 occurrences (30.6%) +1.1% to +2.7%: 62 occurrences (12.2%) 1.9% +2.7% to +4.2%: 48 occurrences (9.5%) +4.2% to +5.8%: 26 occurrences (5.1%) +5.8% to +7.4%: 8 occurrences (1.6%) 6.6% +7.4% to +8.9%: 6 occurrences (1.2%) +8.9% to +10.5%: 9 occurrences (1.8%) +10.5% to +12.0%: 16 occurrences (3.2%) 11.3%
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) 9.9% 9.3% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (0.06) and kurtosis (30.05).
Standard Normal (Black-Scholes / GBM) 25.4% 12.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (18 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 18.2%
  • Recent 20-Day HV: 1.4%
  • Parkinson Intraday Volatility: 4.2%
  • Vol Trend: Compressed (-92% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +4.7%
  • Bottom 10% Move (10th percentile): -3.4%
  • Max Historical Gain (14d): +12.0%
  • Max Historical Loss (14d): -13.0%