Finance

BYND Move Probability $6.82 +0.06 (+0.8%)

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)
69.9%
Stock touched +5.0% ($7.16) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.91x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±33.2%
$4.56 — $9.08

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%.

-81.8% to -67.8%: 3 occurrences (0.6%) -74.8% -67.8% to -53.7%: 6 occurrences (1.2%) -53.7% to -39.7%: 5 occurrences (1.0%) -39.7% to -25.7%: 43 occurrences (8.5%) -32.7% -25.7% to -11.7%: 162 occurrences (31.9%) -11.7% to +2.3%: 148 occurrences (29.1%) +2.3% to +16.3%: 89 occurrences (17.5%) 9.3% +16.3% to +30.3%: 30 occurrences (5.9%) +30.3% to +44.3%: 8 occurrences (1.6%) +44.3% to +58.3%: 5 occurrences (1.0%) 51.3% +58.3% to +72.3%: 3 occurrences (0.6%) +72.3% to +86.3%: 3 occurrences (0.6%) +86.3% to +100.3%: 2 occurrences (0.4%) 93.3% +100.3% to +114.3%: 0 occurrences (0.0%) +114.3% to +128.3%: 0 occurrences (0.0%) +128.3% to +142.3%: 1 occurrences (0.2%) 135.3%
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) 69.9% 24.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 11.3% Adjusts normal bell curve for real-world skewness (2.7) and kurtosis (42.16).
Standard Normal (Black-Scholes / GBM) 88.3% 44.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.5% 28.9% Filters for historical windows that started with volatility similar to current 20-day HV (284 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 140.7%
  • Recent 20-Day HV: 60.0%
  • Parkinson Intraday Volatility: 107.5%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.1%
  • Top 10% Move (90th percentile): +16.3%
  • Bottom 10% Move (10th percentile): -26.2%
  • Max Historical Gain (14d): +142.3%
  • Max Historical Loss (14d): -81.8%