Finance

LAC Move Probability $2.15 -0.00 (-0.2%)

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)
21.7%
Stock touched +5.0% ($2.25) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
12.3%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.7%
$2.02 — $2.27

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%.

-21.9% to -14.6%: 1 occurrences (0.2%) -18.2% -14.6% to -7.2%: 21 occurrences (4.0%) -7.2% to +0.2%: 270 occurrences (51.8%) +0.2% to +7.5%: 199 occurrences (38.2%) 3.8% +7.5% to +14.9%: 22 occurrences (4.2%) +14.9% to +22.2%: 3 occurrences (0.6%) +22.2% to +29.6%: 3 occurrences (0.6%) 25.9% +29.6% to +36.9%: 1 occurrences (0.2%) +36.9% to +44.3%: 0 occurrences (0.0%) +44.3% to +51.6%: 0 occurrences (0.0%) 48.0% +51.6% to +59.0%: 0 occurrences (0.0%) +59.0% to +66.3%: 0 occurrences (0.0%) +66.3% to +73.7%: 0 occurrences (0.0%) 70.0% +73.7% to +81.1%: 0 occurrences (0.0%) +81.1% to +88.4%: 0 occurrences (0.0%) +88.4% to +95.8%: 1 occurrences (0.2%) 92.1%
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) 21.7% 12.3% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (3.55) and kurtosis (38.03).
Standard Normal (Black-Scholes / GBM) 39.2% 19.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 16.4% 8.9% Filters for historical windows that started with volatility similar to current 20-day HV (225 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 90.5%
  • Recent 20-Day HV: 43.7%
  • Parkinson Intraday Volatility: 63.6%
  • Vol Trend: Compressed (-52% vs baseline)

1-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +6.1%
  • Bottom 10% Move (10th percentile): -5.2%
  • Max Historical Gain (1d): +95.8%
  • Max Historical Loss (1d): -21.9%