Finance

LUNR Move Probability $10.46 +1.85 (+21.5%)

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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Touch Probability (First Passage)
79.5%
Stock touched +5.0% ($10.99) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
44.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±25.9%
$7.76 — $13.17

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-67.0% to -56.6%: 6 occurrences (1.2%) -61.8% -56.6% to -46.2%: 8 occurrences (1.6%) -46.2% to -35.8%: 6 occurrences (1.2%) -35.8% to -25.4%: 42 occurrences (8.3%) -30.6% -25.4% to -15.0%: 68 occurrences (13.4%) -15.0% to -4.7%: 75 occurrences (14.8%) -4.7% to +5.7%: 81 occurrences (16.0%) 0.5% +5.7% to +16.1%: 57 occurrences (11.2%) +16.1% to +26.5%: 60 occurrences (11.8%) +26.5% to +36.9%: 46 occurrences (9.1%) 31.7% +36.9% to +47.3%: 19 occurrences (3.7%) +47.3% to +57.7%: 18 occurrences (3.6%) +57.7% to +68.0%: 6 occurrences (1.2%) 62.9% +68.0% to +78.4%: 9 occurrences (1.8%) +78.4% to +88.8%: 2 occurrences (0.4%) +88.8% to +99.2%: 4 occurrences (0.8%) 94.0%
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) 79.5% 44.4% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.0% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (1.72).
Standard Normal (Black-Scholes / GBM) 85.0% 42.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.1% 40.7% Filters for historical windows that started with volatility similar to current 20-day HV (351 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 109.7%
  • Recent 20-Day HV: 120.8%
  • Parkinson Intraday Volatility: 93.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.8%
  • Top 10% Move (90th percentile): +40.6%
  • Bottom 10% Move (10th percentile): -27.2%
  • Max Historical Gain (14d): +99.2%
  • Max Historical Loss (14d): -67.0%