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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
65.4%
Stock touched +5.0% ($10.99) at least once during 4 trading days.
Median first touch: Day 1 of 4
Expiration Close Probability
33.7%
Stock closed at or beyond +5.0% at the end of the 4-day window.
The Touch Multiple
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.8%
$9.02 — $11.91

Historical 4-Day Return Distribution

Frequency of rolling 4-day percentage returns over 517 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-54.2% to -46.9%: 2 occurrences (0.4%) -50.6% -46.9% to -39.7%: 0 occurrences (0.0%) -39.7% to -32.5%: 2 occurrences (0.4%) -32.5% to -25.3%: 3 occurrences (0.6%) -28.9% -25.3% to -18.0%: 19 occurrences (3.7%) -18.0% to -10.8%: 58 occurrences (11.2%) -10.8% to -3.6%: 106 occurrences (20.5%) -7.2% -3.6% to +3.7%: 128 occurrences (24.8%) +3.7% to +10.9%: 94 occurrences (18.2%) +10.9% to +18.1%: 60 occurrences (11.6%) 14.5% +18.1% to +25.3%: 20 occurrences (3.9%) +25.3% to +32.6%: 12 occurrences (2.3%) +32.6% to +39.8%: 6 occurrences (1.2%) 36.2% +39.8% to +47.0%: 2 occurrences (0.4%) +47.0% to +54.3%: 3 occurrences (0.6%) +54.3% to +61.5%: 2 occurrences (0.4%) 57.9%
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) 65.4% 33.7% Model-free reality across 517 historical 4-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.9% Adjusts normal bell curve for real-world skewness (0.33) and kurtosis (1.72).
Standard Normal (Black-Scholes / GBM) 72.4% 36.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.3% 33.1% Filters for historical windows that started with volatility similar to current 20-day HV (353 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

4-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +16.9%
  • Bottom 10% Move (10th percentile): -14.3%
  • Max Historical Gain (4d): +61.5%
  • Max Historical Loss (4d): -54.2%