Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank60.8/ 100
Official close$1,172.50-3.60 (-0.31%)
Bid$1,173.62
Ask$1,173.74
Previous close$1,176.10
ATR (14)3.27%
RSI (14)45.5
Volume1.19M
Model reference$1,165.00
Upside scenario$1,235.00
Risk reference$1,125.00
Decision summary

LLY Option Market Implies Continued Upside Potential

BalancedHigh confidence

The option market for LLY suggests a bullish outlook despite recent price pullback. While short-term volatility is present, the overall term structure and skew indicate continued upside potential driven by strong fundamentals and pipeline advancements.

Wheel contextLLY's recent pullback from its August high presents an opportunity for investors seeking long-term upside.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious buy/accumulation on support test (1-3 weeks); wait for bounce confirmation above $1,180. High uncertainty from recent ATH fade, mixed oscillators, and valuation. Not financial advice.

Three-month outlook

Constructive/bullish with 8-15% upside potential toward $1,260-1,350 (analysts consensus ~$1,315, some $1,400). Driven by GLP-1 volume (Mounjaro/Zepbound/Foundayo), retatrutide data, manufacturing expansion, and pipeline (Alzheimer's, oncology, oral incretins). Raised 2026 guidance supports. Key uncertainties: premium valuation (P/E ~40) vs growth sustainability, intensifying NVO/competition/pricing pressure, regulatory/reimbursement (Medicare), black-market risks, and broader market/macro. Execution on next-gen assets critical; pullback could extend if momentum fades.


Market sentiment context

Mixed-to-cautiously positive amid pullback. Recent posts highlight FDA Mounjaro CV expansion as a win broadening value; efforts vs counterfeit GLP-1s. Some profit-taking/selling cited (e.g., retatrutide peptides/black market concerns); others note institutional accumulation on dip, strong sales momentum, and Darvas box setup. Valuation gravity and NVO competition mentioned as risks. Overall tape suggests dip-buying interest with structural GLP-1 optimism.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,202.53
50D SMA$1,186.84
200D SMA$1,059.78
9D EMA$1,206.17
21D EMA$1,203.87
20D MVWAP$1,199.95
YTD VWAP$1,059.51
Daily reference VWAP$1,172.30
Price vs 20D SMA-2.37%
Price vs 50D SMA-1.08%
Price vs 200D SMA10.77%
Momentum kinematics10 observations
RSI (7)36.34
RSI (14)45.45
RSI (21)48.67
Stochastic K13.41
Stochastic D30.38
MACD line7.39
MACD histogram13.91
ADX (14)18.47
MACD acceleration-4.37
RSI velocity-3.27
Volatility and price boundaries11 observations
ATR (14)-0.75
ATR (14) %3.27%
Bollinger upper$1,286.61
Bollinger middle$1,202.53
Bollinger lower$1,118.46
Bollinger position0.33%
Volatility environmentMedium
20D realized volatility38.58%
Observed range position41.48%
5D true high$1,264.73
5D true low$1,162.93
Participation and institutional flow7 observations
Volume1.19M
20D average volume1.44M
Volume vs 20D average0.82x
20D SMA velocity0.44
50D SMA velocity1.18
Institutional flow0.95
ATR velocity-0.75
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,172.50
DateAug 28, 2026
Volume1.19M
Vwap D$1,172.51
Mvwap 20$1,199.95
Change-3.60
Change Percentage 0.31%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,202.53
Sma 50$1,186.84
Sma 200$1,059.78
Ema 9$1,206.17
Ema 21$1,203.87
Momentum structure9 observations
Rsi 736.34
Rsi 1445.45
Rsi 2148.67
Rsi SignalNeutral
Stoch K13.41
Stoch D30.38
Macd Line7.39
Macd SignalBullish
Macd Hist13.91
Volatility structure3 observations
Atr38.46
Atr Pct3.27%
EnvironmentMedium
Option market context3 observations
Current Iv30.21
Iv Rank19.35
Iv Percentile15.54%
Price boundaries8 observations
Bb Upper1,286.6
Bb Middle1,202.5
Bb Lower1,118.5
Bb Pctb0.33
True High$1,180.00
True Low$1,162.93
True High 5d$1,264.73
True Low 5d$1,162.93
Three-day velocities7 observations
Sma20$0.44
Sma50$1.18
Mvwap20$0.95
Macd-4.37
Rsi-3.27
Volume-11,038
Atr-0.75
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%
91
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
67
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
57
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%
33

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 Upside Potential

The option market for LLY suggests a bullish outlook despite recent price pullback. While short-term volatility is present, the overall term structure and skew indicate continued upside potential driven by strong fundamentals and pipeline advancements.

Front ATM IV29.50%
Current IV30.03%
IV Rank18.48
IV Percentile15.54%
25Δ skew0.48
Term slope1.17
Term structureFlat
Quote coverage100%
Median option spread20.02%
Term structure

Implied volatility by expiration

3 observed expirations
30.7%29.1%
ExpirationDTEATM IVState
2026-09-047.0029.50%
2026-09-1114.0029.09%
2026-09-1821.0030.67%
Evidence used
  • Implied volatility (IV) remains elevated at 30%, suggesting expectations for continued price movement.
  • The term structure shows a slight upward slope, with longer-dated options trading at higher IV than near-term options, indicating belief in sustained growth.
  • The delta 25 skew is balanced, meaning there's no significant preference for calls or puts, reflecting a neutral view on directionality but still pricing in potential movement.
Risk context
  • Valuation remains high at a forward P/E of ~28.8, making the stock susceptible to profit-taking if growth expectations are not met.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score66.50

LLY's recent pullback from its August high presents an opportunity for investors seeking long-term upside.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.40B
Underlying bid/ask spread0.01%
Option quote coverage100%
Median option spread20.02%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Aug 28, 2026 10:26 AM EDT

Covered Call | 2026-09-11 | short $1175.00 | $26.23 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$1.10T
P/E (TTM)43.2×
Beta0.45
52-week range$712.05 – $1,292.65
52-week return60.19%
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 identity552ba92f8a17a098ff99e19f

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