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)
39.5%
Stock touched +5.0% ($1.78) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
19.8%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.00x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.1%
$1.58 — $1.82

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-39.3% to -34.8%: 1 occurrences (0.2%) -37.0% -34.8% to -30.4%: 0 occurrences (0.0%) -30.4% to -25.9%: 0 occurrences (0.0%) -25.9% to -21.5%: 1 occurrences (0.2%) -23.7% -21.5% to -17.0%: 1 occurrences (0.2%) -17.0% to -12.6%: 7 occurrences (1.3%) -12.6% to -8.1%: 25 occurrences (4.8%) -10.4% -8.1% to -3.7%: 107 occurrences (20.5%) -3.7% to +0.8%: 164 occurrences (31.5%) +0.8% to +5.2%: 120 occurrences (23.0%) 3.0% +5.2% to +9.6%: 51 occurrences (9.8%) +9.6% to +14.1%: 26 occurrences (5.0%) +14.1% to +18.5%: 8 occurrences (1.5%) 16.3% +18.5% to +23.0%: 5 occurrences (1.0%) +23.0% to +27.4%: 3 occurrences (0.6%) +27.4% to +31.9%: 2 occurrences (0.4%) 29.7%
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) 39.5% 19.8% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.2% Adjusts normal bell curve for real-world skewness (-0.3) and kurtosis (5.69).
Standard Normal (Black-Scholes / GBM) 49.0% 24.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 40.6% 21.0% Filters for historical windows that started with volatility similar to current 20-day HV (434 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

1-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +8.7%
  • Bottom 10% Move (10th percentile): -7.0%
  • Max Historical Gain (1d): +31.9%
  • Max Historical Loss (1d): -39.3%