Finance

LBRX Move Probability $39.36 -1.62 (-3.9%)

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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Touch Probability (First Passage)
77.1%
Stock touched +5.0% ($41.33) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
44.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.8%
$33.54 — $45.18

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 266 historical windows (2025-09-11 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-24.5% to -19.5%: 6 occurrences (2.3%) -22.0% -19.5% to -14.5%: 8 occurrences (3.0%) -14.5% to -9.4%: 23 occurrences (8.6%) -9.4% to -4.4%: 18 occurrences (6.8%) -6.9% -4.4% to +0.6%: 41 occurrences (15.4%) +0.6% to +5.6%: 61 occurrences (22.9%) +5.6% to +10.7%: 31 occurrences (11.7%) 8.1% +10.7% to +15.7%: 26 occurrences (9.8%) +15.7% to +20.7%: 16 occurrences (6.0%) +20.7% to +25.7%: 13 occurrences (4.9%) 23.2% +25.7% to +30.7%: 10 occurrences (3.8%) +30.7% to +35.8%: 6 occurrences (2.3%) +35.8% to +40.8%: 3 occurrences (1.1%) 38.3% +40.8% to +45.8%: 1 occurrences (0.4%) +45.8% to +50.8%: 1 occurrences (0.4%) +50.8% to +55.8%: 2 occurrences (0.8%) 53.3%
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) 77.1% 44.0% Model-free reality across 266 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.3% Adjusts normal bell curve for real-world skewness (0.32) and kurtosis (0.78).
Standard Normal (Black-Scholes / GBM) 74.1% 37.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.3% 48.5% Filters for historical windows that started with volatility similar to current 20-day HV (194 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 62.7%
  • Recent 20-Day HV: 63.6%
  • Parkinson Intraday Volatility: 50.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +3.4%
  • Top 10% Move (90th percentile): +23.5%
  • Bottom 10% Move (10th percentile): -11.8%
  • Max Historical Gain (14d): +55.8%
  • Max Historical Loss (14d): -24.5%