Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank63.5/ 100
Official close$1,160.76+4.03 (+0.35%)
Bid$1,159.56
Ask$1,164.00
Previous close$1,156.73
ATR (14)3.21%
RSI (14)43.3
Volume1.14M
Model reference$1,155.00
Upside scenario$1,225.00
Risk reference$1,115.00
Decision summary

LLY Option Market Implies Continued Upside Potential

BalancedHigh confidence

The LLY option market suggests a bullish outlook, driven by strong underlying fundamentals and positive technical signals. Despite a recent pullback, implied volatility remains elevated, indicating anticipation of continued price movement. The term structure is in backwardation, with near-term options more expensive than longer-dated ones, suggesting a belief that the stock will move higher soon.

Wheel contextThe option chain shows a balanced skew with slight call bias. Bullish put spreads are favored by traders seeking limited risk upside potential.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious buy on current/near-term weakness for a 1-3 week bounce, supported by oversold technicals and positive news flow, but high uncertainty from recent selling pressure, rich valuation, and potential for further consolidation.

Three-month outlook

Constructive but with notable uncertainty. Strong GLP-1 franchise (Mounjaro/Zepbound/Foundayo), new CV indication, autoimmune expansion via deals, and retatrutide pipeline support continued growth and raised guidance. Manufacturing investments and broad therapeutic momentum are positives. However, premium valuation (P/E ~39), competitive dynamics, acquisition-related charges, and broader market/regulatory risks could drive volatility or mean-reversion. Base case sees potential recovery toward $1,250-1,300 if momentum resumes, but pullbacks remain possible.


Market sentiment context

Cautiously mixed-to-positive. Posts highlight the recent 6-session -7.9% decline as a healthy pullback (not collapse) after an all-time high 12 days prior, with stock still +57% YTD. Several note oversold conditions and historical bounce setups (e.g., similar RSI/MA tests with 65% win rate over 10 days). Today's session showing strength. Some discussion of on-chain meme pairings but core investor talk focuses on fundamentals vs. valuation. Overall tone: pullback opportunity amid strong business momentum.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,206.52
50D SMA$1,189.16
200D SMA$1,061.33
9D EMA$1,189.02
21D EMA$1,195.99
20D MVWAP$1,206.99
YTD VWAP$1,060.47
Daily reference VWAP$1,168.39
Price vs 20D SMA-3.86%
Price vs 50D SMA-2.45%
Price vs 200D SMA9.30%
Momentum kinematics10 observations
RSI (7)33.47
RSI (14)43.34
RSI (21)47.08
Stochastic K8.20
Stochastic D10.03
MACD line-0.59
MACD histogram9.23
ADX (14)16.39
MACD acceleration-3.97
RSI velocity-0.78
Volatility and price boundaries11 observations
ATR (14)-0.95
ATR (14) %3.21%
Bollinger upper$1,276.16
Bollinger middle$1,206.52
Bollinger lower$1,136.88
Bollinger position0.17%
Volatility environmentMedium
20D realized volatility37.85%
Observed range position33.80%
5D true high$1,235.78
5D true low$1,147.00
Participation and institutional flow7 observations
Volume1.14M
20D average volume1.38M
Volume vs 20D average0.82x
20D SMA velocity1.76
50D SMA velocity1.19
Institutional flow3.04
ATR velocity-0.95
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,160.76
DateSep 1, 2026
Volume1.14M
Vwap D$1,168.39
Mvwap 20$1,206.99
Change4.03
Change Percentage0.35%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,206.52
Sma 50$1,189.16
Sma 200$1,061.33
Ema 9$1,189.02
Ema 21$1,195.99
Momentum structure9 observations
Rsi 733.47
Rsi 1443.34
Rsi 2147.08
Rsi SignalNeutral
Stoch K8.20
Stoch D10.03
Macd Line-0.59
Macd SignalBullish
Macd Hist9.23
Volatility structure3 observations
Atr37.25
Atr Pct3.21%
EnvironmentMedium
Option market context3 observations
Current Iv31.79
Iv Rank26.35
Iv Percentile24.21%
Price boundaries8 observations
Bb Upper1,276.2
Bb Middle1,206.5
Bb Lower1,136.9
Bb Pctb0.17
True High$1,188.33
True Low$1,156.73
True High 5d$1,235.78
True Low 5d$1,147.00
Three-day velocities7 observations
Sma20$1.76
Sma50$1.19
Mvwap20$3.04
Macd-3.97
Rsi-0.78
Volume-18,240
Atr-0.95
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%
96
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
69
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
52
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
64
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 Upside Potential

The LLY option market suggests a bullish outlook, driven by strong underlying fundamentals and positive technical signals. Despite a recent pullback, implied volatility remains elevated, indicating anticipation of continued price movement. The term structure is in backwardation, with near-term options more expensive than longer-dated ones, suggesting a belief that the stock will move higher soon.

Front ATM IV34.77%
Current IV31.27%
IV Rank23.94
IV Percentile22.22%
25Δ skew0.10
Term slope-3.02
Term structureBackwardation
Quote coverage100%
Median option spread23.35%
Term structure

Implied volatility by expiration

3 observed expirations
34.8%30.5%
ExpirationDTEATM IVState
2026-09-043.0034.77%
2026-09-1110.0030.54%
2026-09-1817.0031.75%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,135.00
Long strike$1,130.00
Net credit / share$1.02
Credit / width20.40%
$102$-398$1,127.25$1,137.75Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$1,187.50
Long strike$1,190.00
Net credit / share$0.33
Credit / width13.00%
$33$-217$1,186.13$1,191.38Expiration payoff per standard 100-share contract
Evidence used
  • The stock's recent earnings beat and raised guidance have fueled optimism about future growth.
  • Positive news flow regarding FDA approvals and pipeline advancements continues to support bullish sentiment.
  • Implied volatility is elevated, reflecting market expectations for continued price movement.
Risk context
  • Recent selling pressure and rich valuation could lead to further consolidation or pullbacks.
  • Competitive dynamics in the pharmaceutical industry pose a risk to future growth.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score68.60

The option chain shows a balanced skew with slight call bias. Bullish put spreads are favored by traders seeking limited risk upside potential.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.32B
Underlying bid/ask spread0.15%
Option quote coverage100%
Median option spread23.35%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Sep 1, 2026 10:52 AM EDT

Covered Call | 2026-09-11 | short $1175.00 | $23.38 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$1.09T
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 identityfa944ee4e677d75ffdeb8179

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