Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank61.3/ 100
Official close$1,146.65-12.95 (-1.12%)
Bid$1,148.20
Ask$1,149.95
Previous close$1,159.60
ATR (14)3.08%
RSI (14)41.3
Volume971,501
Model reference$1,135.00
Upside scenario$1,195.00
Risk reference$1,105.00
Decision summary

LLY Option Market Implies Continued Growth Potential Despite Recent Pullback

BalancedHigh confidence

The US options market for LLY suggests a 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 growth and potential volatility in the coming months. The term structure is in contango, with longer-dated options priced at a premium to shorter-dated ones, suggesting market participants expect further upside.

Wheel contextThe recent pullback in LLY presents an opportunity for investors to consider bullish options strategies. The elevated implied volatility suggests that there is significant potential for price movement in either direction.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious/wait for confirmation of support hold amid short-term weakness and mixed technicals (possible bounce but high uncertainty from volatility, competition, and news flow). Not a strong conviction buy at current levels.

Three-month outlook

Constructive but with notable uncertainty: continued GLP-1/incretin growth, pipeline (retatrutide, oral Foundayo, immunology/oncology) and raised guidance support potential 5-15%+ move toward analyst targets ($1,260-1,315+), assuming no major setbacks. Risks include competition (Novo), valuation (high P/E), execution on manufacturing/access, next earnings (~late Oct), and broader market. Long-term uptrend intact above 200-day MA but near-term chop possible.


Market sentiment context

Cautiously mixed-to-positive among limited recent posts. Bullish notes on pipeline (retatrutide, others), JPM reiterating Overweight with $1,400 PT, BMO upgrade to Buy, and Foundayo pricing adjustments for competitiveness. Some retail interest in growth story and even meme-coin pairings. Older posts more skeptical on valuation. Overall growth optimism tempered by high P/E and current weakness.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,202.60
50D SMA$1,191.50
200D SMA$1,063.33
9D EMA$1,172.68
21D EMA$1,186.04
20D MVWAP$1,207.46
YTD VWAP$1,061.65
Daily reference VWAP$1,148.49
Price vs 20D SMA-4.48%
Price vs 50D SMA-3.59%
Price vs 200D SMA8.03%
Momentum kinematics10 observations
RSI (7)29.44
RSI (14)41.33
RSI (21)45.72
Stochastic K10.29
Stochastic D9.73
MACD line-7.66
MACD histogram1.94
ADX (14)14.26
MACD acceleration-2.36
RSI velocity-0.67
Volatility and price boundaries11 observations
ATR (14)-0.60
ATR (14) %3.08%
Bollinger upper$1,279.87
Bollinger middle$1,202.60
Bollinger lower$1,125.32
Bollinger position0.16%
Volatility environmentMedium
20D realized volatility33.16%
Observed range position27.60%
5D true high$1,188.33
5D true low$1,137.50
Participation and institutional flow7 observations
Volume971,501
20D average volume1.21M
Volume vs 20D average0.80x
20D SMA velocity-1.31
50D SMA velocity0.78
Institutional flow0.16
ATR velocity-0.60
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,146.65
DateSep 4, 2026
Volume971,501
Vwap D$1,148.70
Mvwap 20$1,207.47
Change-12.95
Change Percentage 1.12%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,202.60
Sma 50$1,191.50
Sma 200$1,063.33
Ema 9$1,172.68
Ema 21$1,186.04
Momentum structure9 observations
Rsi 729.44
Rsi 1441.33
Rsi 2145.72
Rsi SignalNeutral
Stoch K10.29
Stoch D9.73
Macd Line-7.66
Macd SignalBullish
Macd Hist1.94
Volatility structure3 observations
Atr35.45
Atr Pct3.08%
EnvironmentMedium
Option market context3 observations
Current Iv30.79
Iv Rank18.42
Iv Percentile17.86%
Price boundaries8 observations
Bb Upper1,279.9
Bb Middle1,202.6
Bb Lower1,125.3
Bb Pctb0.16
True High$1,159.60
True Low$1,138.30
True High 5d$1,188.33
True Low 5d$1,137.50
Three-day velocities7 observations
Sma20$-1.31
Sma50$0.78
Mvwap20$0.16
Macd-2.36
Rsi-0.67
Volume-52,203
Atr-0.60
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%
99
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
67
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
48
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%
37

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 options market for LLY suggests a 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 growth and potential volatility in the coming months. The term structure is in contango, with longer-dated options priced at a premium to shorter-dated ones, suggesting market participants expect further upside.

Front ATM IV27.45%
Current IV30.23%
IV Rank15.67
IV Percentile14.29%
25Δ skew-0.02
Term slope3.14
Term structureContango
Quote coverage100%
Median option spread16.32%
Term structure

Implied volatility by expiration

3 observed expirations
30.6%27.5%
ExpirationDTEATM IVState
2026-09-117.0027.45%
2026-09-1814.0029.94%
2026-09-2521.0030.59%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,115.00
Long strike$1,110.00
Net credit / share$0.97
Credit / width19.50%
$97$-403$1,107.25$1,117.75Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$1,172.50
Long strike$1,175.00
Net credit / share$1.97
Credit / width79.00%
$197$-53$1,171.13$1,176.38Expiration payoff per standard 100-share contract
Evidence used
  • Implied volatility for LLY is currently 30.23%, indicating expectations of significant price movement in the coming months.
  • The term structure of LLY options is in contango, with longer-dated options priced at a premium to shorter-dated ones, suggesting market participants expect further upside.
  • Reference spreads suggest potential for bullish strategies, such as Bull Put Spreads, which profit from limited downside risk and potential upside gains.
Risk context
  • Competition from other pharmaceutical companies, particularly Novo Nordisk, could impact LLY's growth trajectory.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score65.50

The recent pullback in LLY presents an opportunity for investors to consider bullish options strategies. The elevated implied volatility suggests that there is significant potential for price movement in either direction.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.12B
Underlying bid/ask spread0.15%
Option quote coverage100%
Median option spread16.32%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Sep 4, 2026 9:56 AM EDT

Covered Call | 2026-09-11 | short $1095.00 | $52.15 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$1.09T
P/E (TTM)40.3×
Beta0.43
52-week range$712.05 – $1,292.65
52-week return57.23%
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 identityba4361387aba81e8fa54a45a

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