Finance

LQDA Move Probability $33.97 +7.16 (+26.7%)

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)
32.9%
Stock touched +5.0% ($35.67) at least once during 2 trading days.
Median first touch: Day 1 of 2
Expiration Close Probability
18.7%
Stock closed at or beyond +5.0% at the end of the 2-day window.
The Touch Multiple
1.76x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.8%
$31.33 — $36.61

Historical 2-Day Return Distribution

Frequency of rolling 2-day percentage returns over 520 historical windows (2024-09-16 to 2026-10-14). The colored bar indicates the win zone for +5.0%.

-60.4% to -54.5%: 2 occurrences (0.4%) -57.4% -54.5% to -48.6%: 0 occurrences (0.0%) -48.6% to -42.8%: 0 occurrences (0.0%) -42.8% to -36.9%: 0 occurrences (0.0%) -39.8% -36.9% to -31.0%: 0 occurrences (0.0%) -31.0% to -25.1%: 0 occurrences (0.0%) -25.1% to -19.2%: 1 occurrences (0.2%) -22.2% -19.2% to -13.4%: 3 occurrences (0.6%) -13.4% to -7.5%: 23 occurrences (4.4%) -7.5% to -1.6%: 139 occurrences (26.7%) -4.5% -1.6% to +4.3%: 232 occurrences (44.6%) +4.3% to +10.1%: 90 occurrences (17.3%) +10.1% to +16.0%: 22 occurrences (4.2%) 13.1% +16.0% to +21.9%: 5 occurrences (1.0%) +21.9% to +27.8%: 2 occurrences (0.4%) +27.8% to +33.7%: 1 occurrences (0.2%) 30.7%
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) 32.9% 18.7% Model-free reality across 520 historical 2-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.0% Adjusts normal bell curve for real-world skewness (-6.88) and kurtosis (110.88).
Standard Normal (Black-Scholes / GBM) 53.1% 26.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 87.4%
  • Recent 20-Day HV: 323.0%
  • Parkinson Intraday Volatility: 68.3%
  • Vol Trend: Expanded (+270% vs baseline)

2-Day Return Quantiles

  • Median Return: +0.5%
  • Top 10% Move (90th percentile): +7.9%
  • Bottom 10% Move (10th percentile): -5.2%
  • Max Historical Gain (2d): +33.7%
  • Max Historical Loss (2d): -60.4%