Finance

LAMR Move Probability $155.13 +1.25 (+0.8%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

← Back to LAMR Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
34.4%
Stock touched +5.0% ($162.89) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
15.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.27x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.7%
$146.35 — $163.91

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%.

-11.5% to -9.7%: 2 occurrences (0.4%) -10.6% -9.7% to -8.0%: 11 occurrences (2.2%) -8.0% to -6.2%: 20 occurrences (3.9%) -6.2% to -4.4%: 27 occurrences (5.3%) -5.3% -4.4% to -2.7%: 67 occurrences (13.2%) -2.7% to -0.9%: 68 occurrences (13.4%) -0.9% to +0.9%: 68 occurrences (13.4%) -0.0% +0.9% to +2.6%: 73 occurrences (14.4%) +2.6% to +4.4%: 73 occurrences (14.4%) +4.4% to +6.2%: 54 occurrences (10.6%) 5.3% +6.2% to +8.0%: 17 occurrences (3.3%) +8.0% to +9.7%: 12 occurrences (2.4%) +9.7% to +11.5%: 11 occurrences (2.2%) 10.6% +11.5% to +13.3%: 3 occurrences (0.6%) +13.3% to +15.0%: 1 occurrences (0.2%) +15.0% to +16.8%: 1 occurrences (0.2%) 15.9%
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) 34.4% 15.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.9% Adjusts normal bell curve for real-world skewness (-0.0) and kurtosis (7.65).
Standard Normal (Black-Scholes / GBM) 38.9% 19.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 34.9% 16.7% Filters for historical windows that started with volatility similar to current 20-day HV (215 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 24.0%
  • Recent 20-Day HV: 14.2%
  • Parkinson Intraday Volatility: 19.0%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +5.9%
  • Bottom 10% Move (10th percentile): -4.9%
  • Max Historical Gain (14d): +16.8%
  • Max Historical Loss (14d): -11.5%