What is the CCLD 30-day expected price range?

As of May 29, 2026, with CCLD at $2.34 and ATM IV at 61.3%, the implied 30-day one-standard-deviation range is approximately ±$0.41, or about $1.93 to $2.75. IV rank is subdued, so the priced distribution is tighter than the 1-year typical width.

What does CCLD risk-neutral density tell us?

Risk-neutral density is the probability distribution of future CCLD price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.

How does CCLD ATM IV translate to a probability range?

ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.

CareCloud, Inc. (CCLD) Probability Analysis

Probability analysis extracts the risk-neutral probability distribution implied by option prices. It shows the market-implied likelihood of the underlying reaching various price levels by expiration.

CareCloud, Inc. (CCLD) operates in the Healthcare sector, specifically the Medical - Healthcare Information Services industry, with a market capitalization near $95.6M, listed on NASDAQ, employing roughly 3,650 people, carrying a beta of 1.60 to the broader market. CareCloud, Inc. Led by Stephen A. Snyder, public since 2014-07-23.

Snapshot as of May 29, 2026.

Spot Price: $2.34
ATM IV: 61.3%
IV Rank: 13.2%
IV Percentile: 15.5%
HV 20-Day: 78.0%

As of May 29, 2026, CareCloud, Inc. (CCLD) at $2.34 has an ATM IV of 61.3%, implying a 30-day one-standard-deviation range of approximately ±$0.41. IV rank is 13.2% (subdued, distribution priced tighter than usual). IV percentile is 15.5%. Under lognormal assumptions roughly 68% of outcomes fall within ±1σ and 95% within ±2σ; risk-neutral probability analysis refines this by extracting the market-implied distribution directly from options prices, capturing the fat tails that real markets exhibit.

How CCLD probability analysis Data Feeds Strategy Selection

Strategy selection on CareCloud, Inc. options does not derive from any single metric in isolation. The probability analysis view above sits inside a broader read: ATM IV currently sits at 61.3% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the probability analysis data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the CCLD probability distribution

The probability cone above is the option-market-implied distribution of where CareCloud, Inc. spot could end up at expiration. It's derived from the implied-volatility surface via a risk-neutral pricing transformation, not from historical realized returns. With ATM IV at 61.3% and spot at $2.34, the 1σ band is approximately ±21.2% over a 30-day horizon. Recent realized HV-20 of 78.0% runs 16.7 vol points above current implied, an inverted regime where premium buyers are underpaying.

CCLD risk-neutral vs real-world probabilities

The probabilities derived from option prices reflect the market's risk-adjusted view, not the realized statistical distribution. Risk-neutral probabilities include the equity risk premium and skew preferences priced into options, so they tend to overstate tail probability and understate upside drift relative to actually-realized outcomes. For probability-of-touch calculations and assignment-risk modeling, risk-neutral is the right benchmark. For position-sizing your own conviction, blend with realized-volatility-based statistics from the HV columns.

Trading the CCLD distribution

Probability-driven strategies aim to capture mispricings between the implied distribution and your own probability assessment. Premium-selling structures (credit spreads, iron condors, cash-secured puts) profit when the implied distribution overprices tail probability relative to realized; premium-buying (debit spreads, long calls/puts, long straddles) profits in the reverse. With CCLD IV rank at 13.2%, the chain is pricing tighter tails than recent realized history; buyers get cheaper optionality but need a real catalyst to monetize. Always pair probability-driven strategy selection with a stop loss or wing-defined risk - the implied distribution is a snapshot, and regime shifts can invalidate it intraday.

Learn how risk-neutral density is reported and how to read the data →

Frequently asked CCLD probability analysis questions

What is the CCLD 30-day expected price range?: As of May 29, 2026, with CCLD at $2.34 and ATM IV at 61.3%, the implied 30-day one-standard-deviation range is approximately ±$0.41, or about $1.93 to $2.75. IV rank is subdued, so the priced distribution is tighter than the 1-year typical width.
What does CCLD risk-neutral density tell us?: Risk-neutral density is the probability distribution of future CCLD price implied by listed option prices. Extracted via Breeden-Litzenberger (twice-differentiating the call price function with respect to strike), it represents the pricing kernel rather than the real-world probability of outcomes. Persistent skew or fat-tail features in the density reflect how the market is pricing tail risk.
How does CCLD ATM IV translate to a probability range?: ATM IV is annualized; multiplying by sqrt(t/365) scales it to the chosen tenor. Under lognormal assumptions, the resulting standard deviation defines the ±1σ band that contains roughly 68% of outcomes, ±2σ for 95%. Empirical equity returns have fatter tails than log-normal, so the implied tail probabilities under-state realized tail frequency in stressed regimes.