Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank56.9/ 100
Official close$1,158.00-16.61 (-1.41%)
Bid$1,157.30
Ask$1,165.00
Previous close$1,174.61
ATR (14)3.26%
RSI (14)42.7
Volume1.29M
Model reference$1,150.00
Upside scenario$1,220.00
Risk reference$1,100.00
Decision summary

Lilly Option Market Implies Continued Growth and Upside Potential

BalancedHigh confidence

The US options market for Lilly (LLY) suggests a bullish outlook, driven by strong recent earnings, pipeline advancements, and positive news flow. Despite a slight dip following the Merida Biosciences acquisition, implied volatility remains elevated, indicating anticipation of continued price movement. The term structure is in backwardation, with near-term options more expensive than those further out, suggesting a belief that LLY's growth will continue to accelerate.

Wheel contextThe options market suggests a bullish outlook for LLY, driven by strong fundamentals and positive news flow. However, investors should be aware of the high valuation and potential risks associated with the Merida acquisition.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious/speculative buy on the current dip for a 1-3 week bounce, supported by short-term oversold technicals, strong Q2 beat/raised guidance, and positive pipeline/news flow; however, high uncertainty from M&A reaction, elevated valuation, mixed indicators, and potential volatility. Not a high-conviction setup.

Three-month outlook

Constructive/bullish bias driven by GLP-1 franchise momentum (Mounjaro, Zepbound, oral Foundayo launch, retatrutide advancing toward 2027 filings), raised 2026 guidance, CV indication expansion, and pipeline diversification via deals. Analyst targets cluster around $1,300+ with 12-month upside. However, clearly identify uncertainty: high trailing P/E (~39x) leaves limited margin for error if growth decelerates or competition intensifies; acquisition integration and early-stage assets add execution risk; broader market/sector rotation, regulatory, or reimbursement variables could pressure the stock. Pullbacks remain possible before any sustained move higher.


Market sentiment context

Recent posts (Aug 31) mixed-to-cautious: stock noted edging lower on Merida acquisition (viewed as early-stage, not near-term catalyst) alongside positive Taltz/Zepbound data. Praise for execution, GLP-1 dominance, and pipeline vs. peers like NVO; some highlight oversold short-term setups with historical bounce stats (e.g., median +6% in 10 days). Persistent skepticism on high valuation, institutional ownership, and competition. Overall cautious-positive on long-term fundamentals but reactive to today's news and pullback.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,204.30
50D SMA$1,188.00
200D SMA$1,060.62
9D EMA$1,196.28
21D EMA$1,199.59
20D MVWAP$1,201.89
YTD VWAP$1,060.00
Daily reference VWAP$1,158.65
Price vs 20D SMA-3.89%
Price vs 50D SMA-2.57%
Price vs 200D SMA9.14%
Momentum kinematics10 observations
RSI (7)31.64
RSI (14)42.65
RSI (21)46.65
Stochastic K8.48
Stochastic D16.89
MACD line2.79
MACD histogram11.68
ADX (14)17.63
MACD acceleration-4.42
RSI velocity-1.69
Volatility and price boundaries11 observations
ATR (14)-1.36
ATR (14) %3.26%
Bollinger upper$1,282.47
Bollinger middle$1,204.30
Bollinger lower$1,126.13
Bollinger position0.20%
Volatility environmentMedium
20D realized volatility37.89%
Observed range position32.43%
5D true high$1,264.73
5D true low$1,147.00
Participation and institutional flow7 observations
Volume1.29M
20D average volume1.43M
Volume vs 20D average0.91x
20D SMA velocity1.37
50D SMA velocity1.16
Institutional flow1.70
ATR velocity-1.36
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,158.00
DateAug 31, 2026
Volume1.29M
Vwap D$1,158.39
Mvwap 20$1,201.87
Change-16.61
Change Percentage 1.41%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,204.30
Sma 50$1,188.00
Sma 200$1,060.62
Ema 9$1,196.28
Ema 21$1,199.59
Momentum structure9 observations
Rsi 731.64
Rsi 1442.65
Rsi 2146.65
Rsi SignalNeutral
Stoch K8.48
Stoch D16.89
Macd Line2.79
Macd SignalBullish
Macd Hist11.68
Volatility structure3 observations
Atr37.69
Atr Pct3.26%
EnvironmentMedium
Option market context3 observations
Current Iv30.83
Iv Rank21.82
Iv Percentile18.73%
Price boundaries8 observations
Bb Upper1,282.5
Bb Middle1,204.3
Bb Lower1,126.1
Bb Pctb0.20
True High$1,174.61
True Low$1,147.00
True High 5d$1,264.73
True Low 5d$1,147.00
Three-day velocities7 observations
Sma20$1.37
Sma50$1.16
Mvwap20$1.70
Macd-4.42
Rsi-1.69
Volume-159,860
Atr-1.36
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%
94
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
56
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
53
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
32
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
84
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
40

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

Lilly Option Market Implies Continued Growth and Upside Potential

The US options market for Lilly (LLY) suggests a bullish outlook, driven by strong recent earnings, pipeline advancements, and positive news flow. Despite a slight dip following the Merida Biosciences acquisition, implied volatility remains elevated, indicating anticipation of continued price movement. The term structure is in backwardation, with near-term options more expensive than those further out, suggesting a belief that LLY's growth will continue to accelerate.

Front ATM IV32.85%
Current IV31.41%
IV Rank24.58
IV Percentile22.71%
25Δ skew-0.03
Term slope-2.40
Term structureBackwardation
Quote coverage100%
Median option spread18.97%
Term structure

Implied volatility by expiration

3 observed expirations
32.9%30.4%
ExpirationDTEATM IVState
2026-09-044.0032.85%
2026-09-1111.0030.35%
2026-09-1818.0030.45%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,130.00
Long strike$1,125.00
Net credit / share$1.28
Credit / width25.50%
$128$-372$1,122.25$1,132.75Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$1,182.50
Long strike$1,185.00
Net credit / share$0.65
Credit / width26.00%
$65$-185$1,181.13$1,186.38Expiration payoff per standard 100-share contract
Evidence used
  • Implied volatility for LLY is currently 31.41%, indicating market expectations of significant price movement in the coming weeks.
  • The term structure is in backwardation, with near-term options more expensive than those further out, suggesting a belief that LLY's growth will continue to accelerate.
  • Recent positive news includes FDA approval for Mounjaro to reduce cardiovascular risk in type 2 diabetes patients and strong Q2 earnings results.
  • The market is also optimistic about LLY's pipeline, with advancements in Alzheimer's treatment and the potential for retatrutide filings in 2027.
Risk context
  • High valuation: LLY's trailing P/E ratio is currently around 39x, which could make it vulnerable to a pullback if growth slows.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score56.30

The options market suggests a bullish outlook for LLY, driven by strong fundamentals and positive news flow. However, investors should be aware of the high valuation and potential risks associated with the Merida acquisition.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.50B
Underlying bid/ask spread0.52%
Option quote coverage100%
Median option spread18.97%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Aug 31, 2026 3:13 PM EDT

Covered Call | 2026-09-11 | short $1160.00 | $23.15 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 return60.47%
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 identitye7e2b630c4a96a06c12ed1e6

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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