Finance

LITE Move Probability $851.22 +29.05 (+3.5%)

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)
86.8%
Stock touched +5.0% ($893.78) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
56.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.54x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.6%
$684.59 — $1017.85

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%.

-30.4% to -24.0%: 7 occurrences (1.4%) -27.2% -24.0% to -17.6%: 25 occurrences (4.9%) -17.6% to -11.3%: 22 occurrences (4.3%) -11.3% to -4.9%: 55 occurrences (10.8%) -8.1% -4.9% to +1.5%: 71 occurrences (14.0%) +1.5% to +7.9%: 84 occurrences (16.5%) +7.9% to +14.3%: 75 occurrences (14.8%) 11.1% +14.3% to +20.7%: 51 occurrences (10.0%) +20.7% to +27.1%: 43 occurrences (8.5%) +27.1% to +33.5%: 29 occurrences (5.7%) 30.3% +33.5% to +39.9%: 15 occurrences (3.0%) +39.9% to +46.3%: 10 occurrences (2.0%) +46.3% to +52.7%: 4 occurrences (0.8%) 49.5% +52.7% to +59.0%: 4 occurrences (0.8%) +59.0% to +65.4%: 8 occurrences (1.6%) +65.4% to +71.8%: 5 occurrences (1.0%) 68.6%
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) 86.8% 56.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.3% Adjusts normal bell curve for real-world skewness (-0.26) and kurtosis (2.18).
Standard Normal (Black-Scholes / GBM) 80.3% 40.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 86.0% 46.7% Filters for historical windows that started with volatility similar to current 20-day HV (257 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 83.1%
  • Recent 20-Day HV: 75.9%
  • Parkinson Intraday Volatility: 67.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +7.2%
  • Top 10% Move (90th percentile): +30.9%
  • Bottom 10% Move (10th percentile): -12.2%
  • Max Historical Gain (14d): +71.8%
  • Max Historical Loss (14d): -30.4%