Finance

TYCB Move Probability $60.00 +0.00 (+0.0%)

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)
28.8%
Stock touched +5.0% ($63.00) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
18.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.59x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.5%
$55.48 — $64.52

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-21.2% to -18.3%: 3 occurrences (0.6%) -19.8% -18.3% to -15.5%: 10 occurrences (2.1%) -15.5% to -12.6%: 6 occurrences (1.2%) -12.6% to -9.7%: 3 occurrences (0.6%) -11.1% -9.7% to -6.8%: 27 occurrences (5.6%) -6.8% to -3.9%: 31 occurrences (6.4%) -3.9% to -1.0%: 47 occurrences (9.7%) -2.4% -1.0% to +1.9%: 206 occurrences (42.4%) +1.9% to +4.8%: 60 occurrences (12.3%) +4.8% to +7.7%: 42 occurrences (8.6%) 6.2% +7.7% to +10.6%: 7 occurrences (1.4%) +10.6% to +13.4%: 18 occurrences (3.7%) +13.4% to +16.3%: 9 occurrences (1.9%) 14.9% +16.3% to +19.2%: 7 occurrences (1.4%) +19.2% to +22.1%: 1 occurrences (0.2%) +22.1% to +25.0%: 9 occurrences (1.9%) 23.6%
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) 28.8% 18.1% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.2% Adjusts normal bell curve for real-world skewness (-1.34) and kurtosis (21.2).
Standard Normal (Black-Scholes / GBM) 51.8% 25.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.9% 73.9% Filters for historical windows that started with volatility similar to current 20-day HV (23 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 32.0%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 11.4%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +8.7%
  • Bottom 10% Move (10th percentile): -7.2%
  • Max Historical Gain (14d): +25.0%
  • Max Historical Loss (14d): -21.2%