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)
28.6%
Stock touched +5.0% ($7.16) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
12.3%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.33x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.9%
$6.22 — $7.42

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-48.5% to -36.3%: 2 occurrences (0.4%) -42.4% -36.3% to -24.1%: 1 occurrences (0.2%) -24.1% to -11.9%: 14 occurrences (2.7%) -11.9% to +0.4%: 307 occurrences (58.9%) -5.8% +0.4% to +12.6%: 184 occurrences (35.3%) +12.6% to +24.8%: 9 occurrences (1.7%) +24.8% to +37.0%: 1 occurrences (0.2%) 30.9% +37.0% to +49.2%: 1 occurrences (0.2%) +49.2% to +61.4%: 0 occurrences (0.0%) +61.4% to +73.6%: 0 occurrences (0.0%) 67.5% +73.6% to +85.9%: 0 occurrences (0.0%) +85.9% to +98.1%: 0 occurrences (0.0%) +98.1% to +110.3%: 0 occurrences (0.0%) 104.2% +110.3% to +122.5%: 0 occurrences (0.0%) +122.5% to +134.7%: 1 occurrences (0.2%) +134.7% to +146.9%: 1 occurrences (0.2%) 140.8%
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) 28.6% 12.3% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (2.7) and kurtosis (42.16).
Standard Normal (Black-Scholes / GBM) 58.2% 29.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 24.6% 9.7% Filters for historical windows that started with volatility similar to current 20-day HV (289 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)

1-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +6.2%
  • Bottom 10% Move (10th percentile): -6.4%
  • Max Historical Gain (1d): +146.9%
  • Max Historical Loss (1d): -48.5%