Finance

EOLS Move Probability $7.41 +0.04 (+0.6%)

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)
59.6%
Stock touched +5.0% ($7.78) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
27.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.15x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.6%
$6.25 — $8.56

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%.

-39.6% to -34.3%: 2 occurrences (0.4%) -37.0% -34.3% to -29.0%: 6 occurrences (1.2%) -29.0% to -23.6%: 20 occurrences (3.9%) -23.6% to -18.3%: 35 occurrences (6.9%) -20.9% -18.3% to -12.9%: 49 occurrences (9.6%) -12.9% to -7.6%: 70 occurrences (13.8%) -7.6% to -2.2%: 74 occurrences (14.6%) -4.9% -2.2% to +3.1%: 84 occurrences (16.5%) +3.1% to +8.4%: 53 occurrences (10.4%) +8.4% to +13.8%: 35 occurrences (6.9%) 11.1% +13.8% to +19.1%: 14 occurrences (2.8%) +19.1% to +24.5%: 17 occurrences (3.3%) +24.5% to +29.8%: 24 occurrences (4.7%) 27.1% +29.8% to +35.1%: 10 occurrences (2.0%) +35.1% to +40.5%: 10 occurrences (2.0%) +40.5% to +45.8%: 5 occurrences (1.0%) 43.2%
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) 59.6% 27.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.9% Adjusts normal bell curve for real-world skewness (0.14) and kurtosis (16.45).
Standard Normal (Black-Scholes / GBM) 75.4% 37.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.0% 29.5% Filters for historical windows that started with volatility similar to current 20-day HV (356 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 66.0%
  • Recent 20-Day HV: 54.8%
  • Parkinson Intraday Volatility: 49.2%
  • Vol Trend: Compressed (-17% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.4%
  • Top 10% Move (90th percentile): +24.0%
  • Bottom 10% Move (10th percentile): -19.9%
  • Max Historical Gain (14d): +45.8%
  • Max Historical Loss (14d): -39.6%