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.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
19.2%
Stock touched +5.0% ($39.00) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
11.5%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.67x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.2%
$35.23 — $39.06

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%.

-25.9% to -22.0%: 2 occurrences (0.4%) -23.9% -22.0% to -18.1%: 0 occurrences (0.0%) -18.1% to -14.2%: 1 occurrences (0.2%) -14.2% to -10.4%: 6 occurrences (1.2%) -12.3% -10.4% to -6.5%: 21 occurrences (4.0%) -6.5% to -2.6%: 90 occurrences (17.3%) -2.6% to +1.2%: 198 occurrences (38.0%) -0.7% +1.2% to +5.1%: 143 occurrences (27.4%) +5.1% to +9.0%: 42 occurrences (8.1%) +9.0% to +12.8%: 9 occurrences (1.7%) 10.9% +12.8% to +16.7%: 3 occurrences (0.6%) +16.7% to +20.6%: 1 occurrences (0.2%) +20.6% to +24.4%: 1 occurrences (0.2%) 22.5% +24.4% to +28.3%: 2 occurrences (0.4%) +28.3% to +32.2%: 1 occurrences (0.2%) +32.2% to +36.0%: 1 occurrences (0.2%) 34.1%
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) 19.2% 11.5% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.2% Adjusts normal bell curve for real-world skewness (0.32) and kurtosis (8.24).
Standard Normal (Black-Scholes / GBM) 34.5% 17.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 12.5% 7.1% Filters for historical windows that started with volatility similar to current 20-day HV (184 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)

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +5.6%
  • Bottom 10% Move (10th percentile): -4.8%
  • Max Historical Gain (1d): +36.0%
  • Max Historical Loss (1d): -25.9%