Finance

LASR Move Probability $37.15 +0.96 (+2.6%)

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 LASR Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
76.2%
Stock touched +5.0% ($39.00) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
47.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.62x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.3%
$29.97 — $44.32

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%.

-42.9% to -34.4%: 3 occurrences (0.6%) -38.7% -34.4% to -26.0%: 10 occurrences (2.0%) -26.0% to -17.5%: 20 occurrences (3.9%) -17.5% to -9.1%: 70 occurrences (13.8%) -13.3% -9.1% to -0.6%: 85 occurrences (16.7%) -0.6% to +7.8%: 127 occurrences (25.0%) +7.8% to +16.3%: 100 occurrences (19.7%) 12.1% +16.3% to +24.7%: 45 occurrences (8.9%) +24.7% to +33.2%: 14 occurrences (2.8%) +33.2% to +41.6%: 18 occurrences (3.5%) 37.4% +41.6% to +50.1%: 2 occurrences (0.4%) +50.1% to +58.5%: 0 occurrences (0.0%) +58.5% to +67.0%: 5 occurrences (1.0%) 62.8% +67.0% to +75.4%: 4 occurrences (0.8%) +75.4% to +83.9%: 3 occurrences (0.6%) +83.9% to +92.4%: 2 occurrences (0.4%) 88.1%
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) 76.2% 47.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.0% Adjusts normal bell curve for real-world skewness (0.32) and kurtosis (8.24).
Standard Normal (Black-Scholes / GBM) 80.1% 40.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 79.7% 50.0% Filters for historical windows that started with volatility similar to current 20-day HV (172 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 81.9%
  • Recent 20-Day HV: 45.5%
  • Parkinson Intraday Volatility: 56.2%
  • Vol Trend: Compressed (-45% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.1%
  • Top 10% Move (90th percentile): +23.5%
  • Bottom 10% Move (10th percentile): -14.9%
  • Max Historical Gain (14d): +92.4%
  • Max Historical Loss (14d): -42.9%