Finance

EVRG Move Probability $83.14 +0.32 (+0.4%)

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)
27.3%
Stock touched +5.0% ($87.30) at least once during 14 trading days.
Median first touch: Day 10 of 14
Expiration Close Probability
15.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±3.9%
$79.91 — $86.37

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-6.9% to -5.9%: 5 occurrences (1.0%) -6.4% -5.9% to -4.9%: 9 occurrences (1.8%) -4.9% to -3.9%: 18 occurrences (3.7%) -3.9% to -2.9%: 34 occurrences (7.0%) -3.4% -2.9% to -1.9%: 50 occurrences (10.3%) -1.9% to -0.9%: 64 occurrences (13.1%) -0.9% to +0.1%: 50 occurrences (10.3%) -0.4% +0.1% to +1.1%: 45 occurrences (9.2%) +1.1% to +2.1%: 30 occurrences (6.2%) +2.1% to +3.1%: 44 occurrences (9.0%) 2.6% +3.1% to +4.2%: 34 occurrences (7.0%) +4.2% to +5.2%: 35 occurrences (7.2%) +5.2% to +6.2%: 34 occurrences (7.0%) 5.7% +6.2% to +7.2%: 19 occurrences (3.9%) +7.2% to +8.2%: 10 occurrences (2.1%) +8.2% to +9.2%: 6 occurrences (1.2%) 8.7%
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) 27.3% 15.6% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.5% Adjusts normal bell curve for real-world skewness (-0.44) and kurtosis (1.16).
Standard Normal (Black-Scholes / GBM) 21.0% 10.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 26.7% 14.5% Filters for historical windows that started with volatility similar to current 20-day HV (401 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 16.5%
  • Recent 20-Day HV: 15.3%
  • Parkinson Intraday Volatility: 16.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +5.7%
  • Bottom 10% Move (10th percentile): -3.2%
  • Max Historical Gain (14d): +9.2%
  • Max Historical Loss (14d): -6.9%