Finance

BZYR Move Probability $0.00 +0.00 (+0.0%)

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)
65.2%
Stock touched +5.0% ($0.00) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±60.1%
$0.00 — $0.00

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 485 historical windows (2024-10-07 to 2026-10-02). The colored bar indicates the win zone for +5.0%.

-77.8% to -65.6%: 9 occurrences (1.9%) -71.7% -65.6% to -53.3%: 16 occurrences (3.3%) -53.3% to -41.1%: 25 occurrences (5.2%) -41.1% to -28.9%: 44 occurrences (9.1%) -35.0% -28.9% to -16.7%: 51 occurrences (10.5%) -16.7% to -4.5%: 87 occurrences (17.9%) -4.5% to +7.7%: 92 occurrences (19.0%) 1.6% +7.7% to +19.9%: 68 occurrences (14.0%) +19.9% to +32.1%: 22 occurrences (4.5%) +32.1% to +44.4%: 26 occurrences (5.4%) 38.3% +44.4% to +56.6%: 20 occurrences (4.1%) +56.6% to +68.8%: 10 occurrences (2.1%) +68.8% to +81.0%: 13 occurrences (2.7%) 74.9% +81.0% to +93.2%: 0 occurrences (0.0%) +93.2% to +105.4%: 1 occurrences (0.2%) +105.4% to +117.6%: 1 occurrences (0.2%) 111.5%
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) 65.2% 35.3% Model-free reality across 485 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 47.9% Adjusts normal bell curve for real-world skewness (-0.57) and kurtosis (6.88).
Standard Normal (Black-Scholes / GBM) 93.5% 46.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 254.9%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 128.5%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +42.4%
  • Bottom 10% Move (10th percentile): -42.1%
  • Max Historical Gain (14d): +117.6%
  • Max Historical Loss (14d): -77.8%