Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank64.5/ 100
Official close$1,175.75-0.35 (-0.03%)
Bid$1,177.00
Ask$1,179.00
Previous close$1,176.10
ATR (14)3.41%
RSI (14)45.7
Volume1.19M
Model reference$1,175.00
Upside scenario$1,245.00
Risk reference$1,140.00
Decision summary

LLY Option Market Implies Continued Growth Potential Despite Recent Pullback

BalancedHigh confidence

The US option market for LLY suggests a cautiously bullish outlook despite recent price weakness. While the stock has pulled back from its 52-week high, implied volatility remains elevated, indicating anticipation of continued volatility and potential upside. The term structure is in backwardation, with near-term options more expensive than longer-dated ones, suggesting market participants expect a move higher in the near future. The skew is balanced, implying neutral sentiment towards both bullish and bearish moves.

Wheel contextRecent news flow has been mixed, with positive developments in LLY's pipeline offset by concerns about competition and valuation. This uncertainty is reflected in the elevated implied volatility and choppy price action.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious Buy on support amid pullback (1-3 week horizon); high uncertainty from mixed technicals, recent volatility, and news flow (competitor developments, coverage). Not a high-conviction short-term trade.

Three-month outlook

Moderately bullish but with significant uncertainty. GLP-1 franchise (Mounjaro, Zepbound, oral Foundayo) and pipeline (retatrutide BLA 2027, oncology, Alzheimer's) support continued growth and analyst targets implying ~11-15%+ upside. Next earnings ~Oct 29 2026 is a catalyst. Risks include intense competition, reimbursement/pricing pressure (Medicare, employers dropping coverage), manufacturing bottlenecks, black-market issues, high valuation leaving little margin for error, and broader market volatility. Expect choppiness; longer-term thesis intact if execution holds, but 3-month path highly uncertain depending on data, policy, and competitor moves.


Market sentiment context

Cautiously bullish overall with valuation caveats. Bulls emphasize GLP-1 market dominance, 48% growth, retatrutide pipeline, Alzheimer's progress, and long-term compounding (some Elliott Wave targets $1,571-$1,755). Recent options flow noted bullish calls. Bears/skeptics highlight premium valuation (PE~40), competition (Novo Nordisk weakness helping relatively), manufacturing risks, potential price caps/reimbursement issues, black market, and high institutional ownership. Mixed on recent dip (bounce setups vs. overbought concerns earlier). Sentiment positive on fundamentals but acknowledges execution/valuation risks; not uniformly euphoric.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,201.25
50D SMA$1,185.59
200D SMA$1,058.74
9D EMA$1,214.06
21D EMA$1,206.80
20D MVWAP$1,197.87
YTD VWAP$1,058.99
Daily reference VWAP$1,179.31
Price vs 20D SMA-2.09%
Price vs 50D SMA-0.80%
Price vs 200D SMA11.08%
Momentum kinematics10 observations
RSI (7)36.73
RSI (14)45.69
RSI (21)48.84
Stochastic K28.78
Stochastic D48.69
MACD line11.34
MACD histogram15.54
ADX (14)19.84
MACD acceleration-3.34
RSI velocity-4.04
Volatility and price boundaries11 observations
ATR (14)-0.35
ATR (14) %3.41%
Bollinger upper$1,287.88
Bollinger middle$1,201.25
Bollinger lower$1,114.61
Bollinger position0.35%
Volatility environmentMedium
20D realized volatility38.64%
Observed range position48.28%
5D true high$1,271.22
5D true low$1,171.71
Participation and institutional flow7 observations
Volume1.19M
20D average volume1.46M
Volume vs 20D average0.81x
20D SMA velocity0.23
50D SMA velocity1.43
Institutional flow0.59
ATR velocity-0.35
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,175.75
DateAug 27, 2026
Volume1.19M
Vwap D$1,179.31
Mvwap 20$1,197.87
Change-0.35
Change Percentage 0.03%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,201.25
Sma 50$1,185.59
Sma 200$1,058.74
Ema 9$1,214.06
Ema 21$1,206.80
Momentum structure9 observations
Rsi 736.73
Rsi 1445.69
Rsi 2148.84
Rsi SignalNeutral
Stoch K28.78
Stoch D48.69
Macd Line11.34
Macd SignalBullish
Macd Hist15.54
Volatility structure3 observations
Atr40.11
Atr Pct3.41%
EnvironmentMedium
Option market context3 observations
Current Iv31.99
Iv Rank27.64
Iv Percentile25.50%
Price boundaries8 observations
Bb Upper1,287.9
Bb Middle1,201.3
Bb Lower1,114.6
Bb Pctb0.35
True High$1,190.11
True Low$1,171.71
True High 5d$1,271.22
True Low 5d$1,171.71
Three-day velocities7 observations
Sma20$0.23
Sma50$1.43
Mvwap20$0.59
Macd-3.34
Rsi-4.04
Volume133,378
Atr-0.35
Risk radar5 observations
Earnings RiskLow
Earnings DateOct 29, 2026
Macro RiskUnknown
Vol RiskMedium
Structure RiskLow
Deterministic scoring

JW Rank factors

Higher scores indicate stronger observed structure
LiquidityTrading capacity and quote quality proxyCoverage 100%
98
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
70
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
58
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
56
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
84
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
42

JW Rank is not a buy/sell rating, and coverage measures field availability—not accuracy or certainty.

Options Intelligence

What the closing chain was pricing

LLY Option Market Implies Continued Growth Potential Despite Recent Pullback

The US option market for LLY suggests a cautiously bullish outlook despite recent price weakness. While the stock has pulled back from its 52-week high, implied volatility remains elevated, indicating anticipation of continued volatility and potential upside. The term structure is in backwardation, with near-term options more expensive than longer-dated ones, suggesting market participants expect a move higher in the near future. The skew is balanced, implying neutral sentiment towards both bullish and bearish moves.

Front ATM IV37.77%
Current IV30.90%
IV Rank22.55
IV Percentile20.32%
25Δ skew0.77
Term slope-8.05
Term structureBackwardation
Quote coverage100%
Median option spread34.84%
Term structure

Implied volatility by expiration

3 observed expirations
37.8%29.7%
ExpirationDTEATM IVState
2026-08-281.0037.77%
2026-09-048.0031.21%
2026-09-1115.0029.72%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,165.00
Long strike$1,160.00
Net credit / share$0.79
Credit / width15.70%
$79$-421$1,157.25$1,167.75Expiration payoff per standard 100-share contract
Evidence used
  • Implied volatility for LLY is currently 30.9%, indicating expectations of significant price movement in the coming weeks.
  • The term structure of options is in backwardation, with near-term options more expensive than longer-dated ones, suggesting a belief that the stock will move higher soon.
  • The balanced skew indicates neutral sentiment towards both bullish and bearish moves.
Risk context
  • Competition from other GLP-1 manufacturers could pressure LLY's market share and growth prospects.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score67.90

Recent news flow has been mixed, with positive developments in LLY's pipeline offset by concerns about competition and valuation. This uncertainty is reflected in the elevated implied volatility and choppy price action.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.40B
Underlying bid/ask spread0.12%
Option quote coverage100%
Median option spread34.84%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Aug 27, 2026 10:34 AM EDT

Covered Call | 2026-09-04 | short $1180.00 | $26.33 credit | High turnover

Generalized structural observation only; no quantity, order instruction or personalized recommendation is provided.

Company and fundamental profile

Eli Lilly and Co at a glance

Dated valuation, quality, growth and shareholder context

Market position and valuation

Market capitalization$1.11T
P/E (TTM)43.2×
Beta0.45
52-week range$712.05 – $1,292.65
52-week return61.60%
Shares outstanding941.74M

Profitability and financial quality

Return on equity92.58%
Operating margin42.22%
Net margin33.53%
Debt / equity1.60×

Growth and cash generation

Revenue growth (3Y)31.69%
EPS growth (3Y)49.25%
Free cash flow CAGR (5Y)5.93%
Revenue / share (TTM)89.14
Book value / share35.98

Shareholder return and calendar

Dividend yield0.75%

Trading and reference facts

MarketNew York Stock Exchange, Inc.
CountryUs
CurrencyUsd
IPO date1970-07-09
Company website
Methodology, edition and field coverage
EditionOfficial Close
Ready sections3 / 3
Report identity98139b21e037a0d30fe16f40

JW Rank is deterministic and is not a buy/sell rating. Narrative sections explain dated evidence and do not change the score or observed facts. Coverage measures field availability, not accuracy or certainty. This public edition remains fixed.

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Important disclosures. Generalized market-structure research only. This report does not consider holdings, objectives, risk tolerance or financial circumstances and is not an investment recommendation, transaction instruction, offer, solicitation or return forecast. Market data, model scores and AI explanations may be delayed, incomplete or incorrect. Past, hypothetical, model and settled-signal results do not predict future results. Options are complex and may involve loss of the entire premium, substantial or theoretically unlimited loss, assignment, early exercise, margin, liquidity and execution risk. Before trading standardized options, read the OCC’s Characteristics and Risks of Standardized Options. Terms of Use · Privacy Policy