Finance

BTGO Move Probability $6.41 -0.83 (-11.5%)

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 BTGO Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
27.0%
Stock touched +5.0% ($6.73) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
17.2%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.57x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.4%
$6.00 — $6.82

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 163 historical windows (2026-01-22 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-21.9% to -19.5%: 1 occurrences (0.6%) -20.7% -19.5% to -17.1%: 1 occurrences (0.6%) -17.1% to -14.6%: 2 occurrences (1.2%) -14.6% to -12.2%: 1 occurrences (0.6%) -13.4% -12.2% to -9.8%: 5 occurrences (3.1%) -9.8% to -7.4%: 7 occurrences (4.3%) -7.4% to -5.0%: 14 occurrences (8.6%) -6.2% -5.0% to -2.6%: 31 occurrences (19.0%) -2.6% to -0.2%: 32 occurrences (19.6%) -0.2% to +2.2%: 21 occurrences (12.9%) 1.0% +2.2% to +4.7%: 19 occurrences (11.7%) +4.7% to +7.1%: 12 occurrences (7.4%) +7.1% to +9.5%: 3 occurrences (1.8%) 8.3% +9.5% to +11.9%: 9 occurrences (5.5%) +11.9% to +14.3%: 2 occurrences (1.2%) +14.3% to +16.7%: 3 occurrences (1.8%) 15.5%
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) 27.0% 17.2% Model-free reality across 163 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.5% Adjusts normal bell curve for real-world skewness (-0.22) and kurtosis (1.09).
Standard Normal (Black-Scholes / GBM) 44.7% 22.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 28.2% 17.6% Filters for historical windows that started with volatility similar to current 20-day HV (142 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 101.9%
  • Recent 20-Day HV: 93.1%
  • Parkinson Intraday Volatility: 77.3%
  • Vol Trend: Normal / Consistent

1-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +7.2%
  • Bottom 10% Move (10th percentile): -7.5%
  • Max Historical Gain (1d): +16.7%
  • Max Historical Loss (1d): -21.9%