Finance

EYE Move Probability $17.72 -0.23 (-1.3%)

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)
66.9%
Stock touched +5.0% ($18.61) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.87x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.6%
$15.67 — $19.77

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%.

-29.7% to -23.9%: 11 occurrences (2.2%) -26.8% -23.9% to -18.1%: 9 occurrences (1.8%) -18.1% to -12.3%: 23 occurrences (4.5%) -12.3% to -6.5%: 69 occurrences (13.6%) -9.4% -6.5% to -0.7%: 119 occurrences (23.4%) -0.7% to +5.1%: 95 occurrences (18.7%) +5.1% to +10.9%: 86 occurrences (16.9%) 8.0% +10.9% to +16.7%: 54 occurrences (10.6%) +16.7% to +22.6%: 19 occurrences (3.7%) +22.6% to +28.4%: 7 occurrences (1.4%) 25.5% +28.4% to +34.2%: 2 occurrences (0.4%) +34.2% to +40.0%: 1 occurrences (0.2%) +40.0% to +45.8%: 5 occurrences (1.0%) 42.9% +45.8% to +51.6%: 1 occurrences (0.2%) +51.6% to +57.4%: 5 occurrences (1.0%) +57.4% to +63.2%: 2 occurrences (0.4%) 60.3%
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) 66.9% 35.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.6% Adjusts normal bell curve for real-world skewness (-0.57) and kurtosis (6.09).
Standard Normal (Black-Scholes / GBM) 67.4% 33.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.4% 70.6% Filters for historical windows that started with volatility similar to current 20-day HV (17 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.2%
  • Recent 20-Day HV: 22.6%
  • Parkinson Intraday Volatility: 43.3%
  • Vol Trend: Compressed (-54% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +15.5%
  • Bottom 10% Move (10th percentile): -11.3%
  • Max Historical Gain (14d): +63.2%
  • Max Historical Loss (14d): -29.7%