Enter the contract you are about to buy. This computes the move it needs to break even, then looks up how often that symbol has actually delivered a move that size — 260 daily sessions per symbol. The base rate is the ceiling on your win probability: it assumes you also get direction and timing right.
| Symbol | Median day range | Median open→low | ≥0.5% | ≥1% | ≥1.5% | ≥2% | ≥3% |
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open→low is the downside a put can reach intraday; the ≥X% columns are the unconditional base rate of a move that size happening at all. Break-even for a put is (spot − (strike − premium)) ÷ spot; for a call, ((strike + premium) − spot) ÷ spot. Base rates between the measured thresholds are linearly interpolated, and beyond 3% they are extrapolated — treat those as indicative. These are measured from the open; entering mid-session near the wrong end of the day's range makes the true conditional probability worse, never better.