Finance

BTOC Move Probability $2.80 +0.05 (+1.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
62.4%
Stock touched +5.0% ($2.94) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
25.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.46x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±67.8%
$0.90 — $4.70

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%.

-95.7% to -84.8%: 2 occurrences (0.4%) -90.3% -84.8% to -74.0%: 0 occurrences (0.0%) -74.0% to -63.2%: 0 occurrences (0.0%) -63.2% to -52.3%: 12 occurrences (2.4%) -57.7% -52.3% to -41.5%: 9 occurrences (1.8%) -41.5% to -30.6%: 26 occurrences (5.1%) -30.6% to -19.8%: 66 occurrences (13.0%) -25.2% -19.8% to -8.9%: 94 occurrences (18.5%) -8.9% to +1.9%: 133 occurrences (26.2%) +1.9% to +12.8%: 97 occurrences (19.1%) 7.4% +12.8% to +23.6%: 34 occurrences (6.7%) +23.6% to +34.5%: 14 occurrences (2.8%) +34.5% to +45.3%: 9 occurrences (1.8%) 39.9% +45.3% to +56.2%: 6 occurrences (1.2%) +56.2% to +67.0%: 1 occurrences (0.2%) +67.0% to +77.9%: 5 occurrences (1.0%) 72.5%
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) 62.4% 25.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.3% Adjusts normal bell curve for real-world skewness (-0.23) and kurtosis (200.65).
Standard Normal (Black-Scholes / GBM) 94.3% 47.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 287.6%
  • Recent 20-Day HV: 1418.3%
  • Parkinson Intraday Volatility: 62.3%
  • Vol Trend: Expanded (+393% vs baseline)

14-Day Return Quantiles

  • Median Return: -6.0%
  • Top 10% Move (90th percentile): +18.5%
  • Bottom 10% Move (10th percentile): -30.4%
  • Max Historical Gain (14d): +77.9%
  • Max Historical Loss (14d): -95.7%