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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
5.4%
Stock touched +5.0% ($165.82) at least once during 2 trading days.
Median first touch: Day 2 of 2
Expiration Close Probability
1.3%
Stock closed at or beyond +5.0% at the end of the 2-day window.
The Touch Multiple
4.00x
You are 4.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±2.6%
$153.81 — $162.03

Historical 2-Day Return Distribution

Frequency of rolling 2-day percentage returns over 520 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-14.9% to -13.6%: 1 occurrences (0.2%) -14.2% -13.6% to -12.2%: 0 occurrences (0.0%) -12.2% to -10.9%: 0 occurrences (0.0%) -10.9% to -9.6%: 0 occurrences (0.0%) -10.2% -9.6% to -8.2%: 1 occurrences (0.2%) -8.2% to -6.9%: 4 occurrences (0.8%) -6.9% to -5.6%: 3 occurrences (0.6%) -6.2% -5.6% to -4.2%: 9 occurrences (1.7%) -4.2% to -2.9%: 33 occurrences (6.3%) -2.9% to -1.6%: 63 occurrences (12.1%) -2.2% -1.6% to -0.2%: 107 occurrences (20.6%) -0.2% to +1.1%: 109 occurrences (21.0%) +1.1% to +2.4%: 99 occurrences (19.0%) 1.7% +2.4% to +3.7%: 56 occurrences (10.8%) +3.7% to +5.1%: 28 occurrences (5.4%) +5.1% to +6.4%: 7 occurrences (1.3%) 5.7%
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) 5.4% 1.3% Model-free reality across 520 historical 2-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.4% Adjusts normal bell curve for real-world skewness (-0.47) and kurtosis (2.98).
Standard Normal (Black-Scholes / GBM) 6.1% 3.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 4.7% 1.2% Filters for historical windows that started with volatility similar to current 20-day HV (408 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)

2-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +3.2%
  • Bottom 10% Move (10th percentile): -2.8%
  • Max Historical Gain (2d): +6.4%
  • Max Historical Loss (2d): -14.9%