Finance

LILA Move Probability $8.02 -0.01 (-0.2%)

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)
62.2%
Stock touched +5.0% ($8.42) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
29.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.09x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.9%
$7.14 — $8.89

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%.

-34.8% to -29.3%: 5 occurrences (1.0%) -32.1% -29.3% to -23.9%: 7 occurrences (1.4%) -23.9% to -18.5%: 9 occurrences (1.8%) -18.5% to -13.1%: 17 occurrences (3.3%) -15.8% -13.1% to -7.6%: 34 occurrences (6.7%) -7.6% to -2.2%: 92 occurrences (18.1%) -2.2% to +3.2%: 146 occurrences (28.7%) 0.5% +3.2% to +8.7%: 106 occurrences (20.9%) +8.7% to +14.1%: 53 occurrences (10.4%) +14.1% to +19.5%: 20 occurrences (3.9%) 16.8% +19.5% to +24.9%: 6 occurrences (1.2%) +24.9% to +30.4%: 1 occurrences (0.2%) +30.4% to +35.8%: 0 occurrences (0.0%) 33.1% +35.8% to +41.2%: 4 occurrences (0.8%) +41.2% to +46.7%: 4 occurrences (0.8%) +46.7% to +52.1%: 4 occurrences (0.8%) 49.4%
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) 62.2% 29.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.2% Adjusts normal bell curve for real-world skewness (-0.96) and kurtosis (8.88).
Standard Normal (Black-Scholes / GBM) 65.4% 32.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.6% 25.3% Filters for historical windows that started with volatility similar to current 20-day HV (383 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 46.2%
  • Recent 20-Day HV: 38.4%
  • Parkinson Intraday Volatility: 35.8%
  • Vol Trend: Compressed (-17% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.0%
  • Top 10% Move (90th percentile): +12.1%
  • Bottom 10% Move (10th percentile): -11.2%
  • Max Historical Gain (14d): +52.1%
  • Max Historical Loss (14d): -34.8%