Finance

LPSN Move Probability $3.10 -0.00 (-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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
68.7%
Stock touched +5.0% ($3.26) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.79x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.2%
$2.41 — $3.80

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 476 historical windows (2024-09-23 to 2026-09-04). The colored bar indicates the win zone for +5.0%.

-44.0% to -34.9%: 14 occurrences (2.9%) -39.5% -34.9% to -25.7%: 26 occurrences (5.5%) -25.7% to -16.6%: 85 occurrences (17.9%) -16.6% to -7.4%: 106 occurrences (22.3%) -12.0% -7.4% to +1.7%: 101 occurrences (21.2%) +1.7% to +10.9%: 61 occurrences (12.8%) +10.9% to +20.0%: 24 occurrences (5.0%) 15.4% +20.0% to +29.2%: 22 occurrences (4.6%) +29.2% to +38.3%: 7 occurrences (1.5%) +38.3% to +47.5%: 5 occurrences (1.1%) 42.9% +47.5% to +56.6%: 7 occurrences (1.5%) +56.6% to +65.8%: 7 occurrences (1.5%) +65.8% to +74.9%: 6 occurrences (1.3%) 70.3% +74.9% to +84.1%: 2 occurrences (0.4%) +84.1% to +93.2%: 1 occurrences (0.2%) +93.2% to +102.4%: 2 occurrences (0.4%) 97.8%
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) 68.7% 24.6% Model-free reality across 476 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.5% Adjusts normal bell curve for real-world skewness (0.12) and kurtosis (5.98).
Standard Normal (Black-Scholes / GBM) 82.6% 41.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.0% 23.2% Filters for historical windows that started with volatility similar to current 20-day HV (276 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.3%
  • Recent 20-Day HV: 67.7%
  • Parkinson Intraday Volatility: 74.9%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.0%
  • Top 10% Move (90th percentile): +23.6%
  • Bottom 10% Move (10th percentile): -24.1%
  • Max Historical Gain (14d): +102.4%
  • Max Historical Loss (14d): -44.0%