Finance

LPTH Move Probability $7.54 +0.00 (+0.0%)

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)
86.8%
Stock touched +5.0% ($7.92) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
48.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.81x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.4%
$5.70 — $9.38

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%.

-37.9% to -28.5%: 17 occurrences (3.3%) -33.2% -28.5% to -19.1%: 47 occurrences (9.3%) -19.1% to -9.6%: 58 occurrences (11.4%) -9.6% to -0.2%: 90 occurrences (17.7%) -4.9% -0.2% to +9.2%: 92 occurrences (18.1%) +9.2% to +18.6%: 66 occurrences (13.0%) +18.6% to +28.1%: 36 occurrences (7.1%) 23.3% +28.1% to +37.5%: 44 occurrences (8.7%) +37.5% to +46.9%: 19 occurrences (3.7%) +46.9% to +56.3%: 22 occurrences (4.3%) 51.6% +56.3% to +65.8%: 5 occurrences (1.0%) +65.8% to +75.2%: 2 occurrences (0.4%) +75.2% to +84.6%: 5 occurrences (1.0%) 79.9% +84.6% to +94.0%: 2 occurrences (0.4%) +94.0% to +103.5%: 2 occurrences (0.4%) +103.5% to +112.9%: 1 occurrences (0.2%) 108.2%
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% 48.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 40.8% Adjusts normal bell curve for real-world skewness (0.06) and kurtosis (0.99).
Standard Normal (Black-Scholes / GBM) 84.2% 42.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 84.7% 60.6% Filters for historical windows that started with volatility similar to current 20-day HV (203 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 103.6%
  • Recent 20-Day HV: 70.6%
  • Parkinson Intraday Volatility: 80.4%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.2%
  • Top 10% Move (90th percentile): +40.5%
  • Bottom 10% Move (10th percentile): -20.2%
  • Max Historical Gain (14d): +112.9%
  • Max Historical Loss (14d): -37.9%