Finance

LCID Move Probability $3.22 -0.08 (-2.4%)

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 LCID Options chain →
Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
23.0%
Stock touched +5.0% ($3.38) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
9.4%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.45x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.0%
$3.06 — $3.38

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%.

-18.1% to -14.7%: 2 occurrences (0.4%) -16.4% -14.7% to -11.4%: 2 occurrences (0.4%) -11.4% to -8.0%: 18 occurrences (3.5%) -8.0% to -4.7%: 66 occurrences (12.7%) -6.3% -4.7% to -1.3%: 138 occurrences (26.5%) -1.3% to +2.1%: 154 occurrences (29.6%) +2.1% to +5.4%: 98 occurrences (18.8%) 3.8% +5.4% to +8.8%: 22 occurrences (4.2%) +8.8% to +12.2%: 11 occurrences (2.1%) +12.2% to +15.5%: 5 occurrences (1.0%) 13.9% +15.5% to +18.9%: 2 occurrences (0.4%) +18.9% to +22.3%: 1 occurrences (0.2%) +22.3% to +25.6%: 0 occurrences (0.0%) 24.0% +25.6% to +29.0%: 1 occurrences (0.2%) +29.0% to +32.4%: 0 occurrences (0.0%) +32.4% to +35.7%: 1 occurrences (0.2%) 34.0%
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) 23.0% 9.4% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.2% Adjusts normal bell curve for real-world skewness (0.76) and kurtosis (4.77).
Standard Normal (Black-Scholes / GBM) 33.1% 16.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 23.6% 9.2% Filters for historical windows that started with volatility similar to current 20-day HV (424 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 79.7%
  • Recent 20-Day HV: 71.5%
  • Parkinson Intraday Volatility: 76.7%
  • Vol Trend: Normal / Consistent

1-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +4.6%
  • Bottom 10% Move (10th percentile): -6.3%
  • Max Historical Gain (1d): +35.7%
  • Max Historical Loss (1d): -18.1%