Finance

EOG Move Probability $157.92 +0.01 (+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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Touch Probability (First Passage)
49.2%
Stock touched +5.0% ($165.82) at least once during 14 trading days.
Median first touch: Day 6 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
2.05x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.9%
$147.05 — $168.79

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%.

-16.8% to -14.7%: 5 occurrences (1.0%) -15.7% -14.7% to -12.5%: 6 occurrences (1.2%) -12.5% to -10.4%: 4 occurrences (0.8%) -10.4% to -8.3%: 10 occurrences (2.0%) -9.3% -8.3% to -6.2%: 41 occurrences (8.1%) -6.2% to -4.0%: 46 occurrences (9.1%) -4.0% to -1.9%: 61 occurrences (12.0%) -3.0% -1.9% to +0.2%: 72 occurrences (14.2%) +0.2% to +2.3%: 70 occurrences (13.8%) +2.3% to +4.5%: 56 occurrences (11.0%) 3.4% +4.5% to +6.6%: 41 occurrences (8.1%) +6.6% to +8.7%: 33 occurrences (6.5%) +8.7% to +10.9%: 26 occurrences (5.1%) 9.8% +10.9% to +13.0%: 19 occurrences (3.7%) +13.0% to +15.1%: 14 occurrences (2.8%) +15.1% to +17.2%: 4 occurrences (0.8%) 16.2%
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) 49.2% 24.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.2% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (2.98).
Standard Normal (Black-Scholes / GBM) 47.9% 23.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 46.9% 26.6% Filters for historical windows that started with volatility similar to current 20-day HV (399 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 29.2%
  • Recent 20-Day HV: 23.8%
  • Parkinson Intraday Volatility: 23.0%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +9.3%
  • Bottom 10% Move (10th percentile): -6.7%
  • Max Historical Gain (14d): +17.2%
  • Max Historical Loss (14d): -16.8%