Here in the lightning capitol of the world that is a constant dilemma, especially to golfers. One should try to get indoors at the early signs. You may note that football games are interrupted if there is lightning anywhere in the area. Lightning has been known to strike three miles and more from a storm center, here in the subtropics hitting an area that is sunny and clear. Much is not really understood.
Don't carry an open umbrella at such times. 😮