Finance

EOSE Move Probability $1.70 +0.03 (+1.8%)

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)
83.9%
Stock touched +5.0% ($1.78) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
45.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.4%
$1.25 — $2.15

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%.

-55.6% to -47.5%: 5 occurrences (1.0%) -51.5% -47.5% to -39.3%: 21 occurrences (4.1%) -39.3% to -31.2%: 25 occurrences (4.9%) -31.2% to -23.1%: 46 occurrences (9.1%) -27.2% -23.1% to -15.0%: 52 occurrences (10.2%) -15.0% to -6.9%: 52 occurrences (10.2%) -6.9% to +1.3%: 46 occurrences (9.1%) -2.8% +1.3% to +9.4%: 53 occurrences (10.4%) +9.4% to +17.5%: 51 occurrences (10.0%) +17.5% to +25.6%: 52 occurrences (10.2%) 21.6% +25.6% to +33.7%: 36 occurrences (7.1%) +33.7% to +41.9%: 21 occurrences (4.1%) +41.9% to +50.0%: 17 occurrences (3.3%) 45.9% +50.0% to +58.1%: 12 occurrences (2.4%) +58.1% to +66.2%: 12 occurrences (2.4%) +66.2% to +74.4%: 7 occurrences (1.4%) 70.3%
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) 83.9% 45.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.6% Adjusts normal bell curve for real-world skewness (-0.3) and kurtosis (5.69).
Standard Normal (Black-Scholes / GBM) 85.4% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.6% 45.2% Filters for historical windows that started with volatility similar to current 20-day HV (423 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 112.2%
  • Recent 20-Day HV: 113.3%
  • Parkinson Intraday Volatility: 91.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.9%
  • Top 10% Move (90th percentile): +40.0%
  • Bottom 10% Move (10th percentile): -31.1%
  • Max Historical Gain (14d): +74.4%
  • Max Historical Loss (14d): -55.6%