Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank62.9/ 100
Official close$1,162.61+2.61 (+0.22%)
Bid$1,162.00
Ask$1,163.00
Previous close$1,160.00
ATR (14)3.17%
RSI (14)43.4
Volume1.27M
Model reference$1,155.00
Upside scenario$1,215.00
Risk reference$1,125.00
Decision summary

LLY Option Market Implies Upside Potential Despite Recent Dip

BalancedHigh confidence

The LLY option market suggests bullish sentiment despite a recent dip in the stock price. The term structure exhibits backwardation, with near-term options priced at a premium to longer-dated options. This indicates that the market anticipates potential upside movement in the near future. Additionally, the skew is balanced, suggesting neutral expectations for directional movement.

Wheel contextThe market appears to be pricing in potential upside from upcoming catalysts such as retatrutide BLA submission and continued growth in Mounjaro/Zepbound/Foundayo sales.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious/speculative buy on dip for potential 1-3 week bounce given mildly oversold RSI and support test, but high uncertainty from recent acquisition reaction, technical breakdown below short-term MAs, and lack of strong volume confirmation. Wait for hold above $1,155 or improved momentum.

Three-month outlook

Moderately bullish with potential 8-15% upside toward $1,250-$1,315 analyst targets, supported by continued Mounjaro/Zepbound/Foundayo volume growth, raised 2026 guidance, and pipeline catalysts (retatrutide submission). However, significant uncertainty exists due to elevated valuation (trailing P/E ~39), intensifying GLP-1 competition and pricing/reimbursement pressures, execution risks on recent acquisitions, and broader market/macro factors. Possible range $1,080-$1,350 depending on news and sentiment; not a low-risk setup.


Market sentiment context

Mixed with cautious optimism. Positive commentary on retatrutide pipeline completion, analyst upgrades (BMO to Buy, JPMorgan Overweight with $1,400 PT), and GLP-1 leadership. Frustration over recent two-week decline compared to peers; some viewing current levels as oversold bounce setup or dip-buy opportunity. Persistent valuation skepticism around high P/E. Overall sentiment leans constructive on fundamentals amid technical weakness.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,206.03
50D SMA$1,190.22
200D SMA$1,062.02
9D EMA$1,183.24
21D EMA$1,192.72
20D MVWAP$1,209.94
YTD VWAP$1,060.99
Daily reference VWAP$1,168.64
Price vs 20D SMA-3.81%
Price vs 50D SMA-2.53%
Price vs 200D SMA9.23%
Momentum kinematics10 observations
RSI (7)33.53
RSI (14)43.36
RSI (21)47.09
Stochastic K8.20
Stochastic D8.29
MACD line-3.22
MACD histogram6.74
ADX (14)15.23
MACD acceleration-3.54
RSI velocity-0.70
Volatility and price boundaries11 observations
ATR (14)-0.58
ATR (14) %3.17%
Bollinger upper$1,276.88
Bollinger middle$1,206.03
Bollinger lower$1,135.18
Bollinger position0.18%
Volatility environmentMedium
20D realized volatility33.82%
Observed range position33.84%
5D true high$1,190.11
5D true low$1,147.00
Participation and institutional flow7 observations
Volume1.27M
20D average volume1.25M
Volume vs 20D average1.02x
20D SMA velocity1.17
50D SMA velocity1.13
Institutional flow3.33
ATR velocity-0.58
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,162.61
DateSep 2, 2026
Volume1.27M
Vwap D$1,168.64
Mvwap 20$1,209.94
Change2.61
Change Percentage0.22%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,206.03
Sma 50$1,190.22
Sma 200$1,062.02
Ema 9$1,183.24
Ema 21$1,192.72
Momentum structure9 observations
Rsi 733.53
Rsi 1443.36
Rsi 2147.09
Rsi SignalNeutral
Stoch K8.20
Stoch D8.29
Macd Line-3.22
Macd SignalBullish
Macd Hist6.74
Volatility structure3 observations
Atr36.72
Atr Pct3.17%
EnvironmentMedium
Option market context3 observations
Current Iv31.33
Iv Rank24.18
Iv Percentile22.22%
Price boundaries8 observations
Bb Upper1,276.9
Bb Middle1,206.0
Bb Lower1,135.2
Bb Pctb0.18
True High$1,187.83
True Low$1,158.00
True High 5d$1,190.11
True Low 5d$1,147.00
Three-day velocities7 observations
Sma20$1.17
Sma50$1.13
Mvwap20$3.33
Macd-3.54
Rsi-0.70
Volume26,097
Atr-0.58
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%
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%
41

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 Upside Potential Despite Recent Dip

The LLY option market suggests bullish sentiment despite a recent dip in the stock price. The term structure exhibits backwardation, with near-term options priced at a premium to longer-dated options. This indicates that the market anticipates potential upside movement in the near future. Additionally, the skew is balanced, suggesting neutral expectations for directional movement.

Front ATM IV36.50%
Current IV31.45%
IV Rank24.76
IV Percentile22.62%
25Δ skew0.60
Term slope-4.65
Term structureBackwardation
Quote coverage100%
Median option spread32.87%
Term structure

Implied volatility by expiration

3 observed expirations
36.5%28.5%
ExpirationDTEATM IVState
2026-09-042.0036.50%
2026-09-119.0028.45%
2026-09-1816.0031.85%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,145.00
Long strike$1,140.00
Net credit / share$0.77
Credit / width15.50%
$77$-423$1,137.25$1,147.75Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$1,187.50
Long strike$1,190.00
Net credit / share$0.82
Credit / width32.60%
$82$-168$1,186.13$1,191.38Expiration payoff per standard 100-share contract
Evidence used
  • The front-month ATM IV is 36.5%, higher than the average implied volatility of 31.45% over the past month.
  • The term structure shows backwardation with near-term options priced at a premium to longer-dated options, suggesting anticipation of near-term upside.
  • The balanced delta skew indicates neutral expectations for directional movement.
Risk context
  • Recent acquisition of Merida Biosciences has caused some short-term stock price decline, potentially impacting investor sentiment.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score68.90

The market appears to be pricing in potential upside from upcoming catalysts such as retatrutide BLA submission and continued growth in Mounjaro/Zepbound/Foundayo sales.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.47B
Underlying bid/ask spread0.26%
Option quote coverage100%
Median option spread32.87%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Sep 2, 2026 1:39 PM EDT

Covered Call | 2026-09-04 | short $1160.00 | $13.98 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 return57.90%
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 identity29c0896cfe8a51da7b86e070

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