Finance

LYFT Move Probability $17.43 +0.64 (+3.8%)

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)
62.7%
Stock touched +5.0% ($18.30) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
32.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.8%
$15.20 — $19.66

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-27.2% to -21.9%: 5 occurrences (1.0%) -24.5% -21.9% to -16.7%: 17 occurrences (3.3%) -16.7% to -11.5%: 36 occurrences (7.1%) -11.5% to -6.2%: 80 occurrences (15.7%) -8.8% -6.2% to -1.0%: 110 occurrences (21.6%) -1.0% to +4.2%: 89 occurrences (17.5%) +4.2% to +9.5%: 54 occurrences (10.6%) 6.9% +9.5% to +14.7%: 46 occurrences (9.0%) +14.7% to +20.0%: 25 occurrences (4.9%) +20.0% to +25.2%: 18 occurrences (3.5%) 22.6% +25.2% to +30.4%: 12 occurrences (2.4%) +30.4% to +35.7%: 9 occurrences (1.8%) +35.7% to +40.9%: 5 occurrences (1.0%) 38.3% +40.9% to +46.1%: 0 occurrences (0.0%) +46.1% to +51.4%: 1 occurrences (0.2%) +51.4% to +56.6%: 2 occurrences (0.4%) 54.0%
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) 62.7% 32.0% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 19.0% Adjusts normal bell curve for real-world skewness (0.84) and kurtosis (9.06).
Standard Normal (Black-Scholes / GBM) 70.3% 35.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.8% 28.4% Filters for historical windows that started with volatility similar to current 20-day HV (74 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 54.3%
  • Recent 20-Day HV: 28.0%
  • Parkinson Intraday Volatility: 43.6%
  • Vol Trend: Compressed (-48% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +19.0%
  • Bottom 10% Move (10th percentile): -12.3%
  • Max Historical Gain (14d): +56.6%
  • Max Historical Loss (14d): -27.2%