Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank57.0/ 100
Official close$1,126.00-23.36 (-2.03%)
Bid$1,125.71
Ask$1,128.25
Previous close$1,149.36
ATR (14)3.16%
RSI (14)36.9
Volume1.05M
Model reference$1,120.00
Upside scenario$1,180.00
Risk reference$1,090.00
Decision summary

LLY Option Market Implies Balanced Sentiment

BalancedHigh confidence

The US option market for LLY shows a neutral stance towards the stock's direction. While recent news includes positive developments like FDA approvals and strong Q2 earnings, the market also acknowledges potential risks such as valuation concerns and competition. The term structure is in backwardation, suggesting a slight preference for near-term upside but with elevated volatility.

Wheel contextThe option market shows balanced sentiment with potential for both upside and downside movement.
Dated supporting context

JW AI outlook

Neutral

Short-term scenario

Hold/wait for bounce confirmation (high uncertainty from short-term bearish technicals, recent 1.8% drop, and weak momentum despite oversold RSI; potential 1-3 week rebound if support holds but further downside risk if 1114 breaks).

Three-month outlook

Constructive on fundamentals with GLP-1 franchise (Mounjaro/Zepbound/oral Foundayo) driving volume, new CV indication, retatrutide Phase 3 package complete for 2027 filings, manufacturing expansions, and pipeline M&A, supporting potential recovery toward $1,250-1,315 analyst targets if sentiment stabilizes. However, significant uncertainty from rich valuation (TTM P/E 38+), intensifying competition, reimbursement/pricing pressures, execution on oral/new indications, and possible continued technical correction (12% off highs). High volatility expected; not a low-risk setup.


Market sentiment context

Mixed-to-cautious; recent discussion notes ~11% pullback from highs despite 48% sales growth (with some pricing pressure comments), JPMorgan reiterating Overweight/$1400 PT on incretin trends/Medicare, BMO upgrade to Buy, and DCF views of undervaluation. Latest posts dominated by spam groups; older posts highlight high valuation/P/E risks and institutional ownership. Overall short-term wary of correction, longer-term constructive on GLP-1 leadership.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,197.19
50D SMA$1,189.82
200D SMA$1,063.80
9D EMA$1,162.93
21D EMA$1,180.40
20D MVWAP$1,203.24
YTD VWAP$1,061.89
Daily reference VWAP$1,124.00
Price vs 20D SMA-6.12%
Price vs 50D SMA-5.54%
Price vs 200D SMA5.65%
Momentum kinematics10 observations
RSI (7)21.98
RSI (14)36.91
RSI (21)42.63
Stochastic K9.22
Stochastic D10.08
MACD line-11.46
MACD histogram-0.74
ADX (14)14.52
MACD acceleration-2.75
RSI velocity-2.15
Volatility and price boundaries11 observations
ATR (14)-0.42
ATR (14) %3.16%
Bollinger upper$1,280.68
Bollinger middle$1,197.19
Bollinger lower$1,113.70
Bollinger position0.06%
Volatility environmentMedium
20D realized volatility30.36%
Observed range position13.94%
5D true high$1,188.33
5D true low$1,113.55
Participation and institutional flow7 observations
Volume1.05M
20D average volume1.19M
Volume vs 20D average0.88x
20D SMA velocity-2.95
50D SMA velocity-0.13
Institutional flow-2.23
ATR velocity-0.42
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,126.00
DateSep 8, 2026
Volume1.05M
Vwap D$1,124.00
Mvwap 20$1,203.24
Change-23.36
Change Percentage 2.03%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,197.19
Sma 50$1,189.82
Sma 200$1,063.80
Ema 9$1,162.93
Ema 21$1,180.40
Momentum structure9 observations
Rsi 721.98
Rsi 1436.91
Rsi 2142.63
Rsi SignalNeutral
Stoch K9.22
Stoch D10.08
Macd Line-11.46
Macd SignalBearish
Macd Hist-0.74
Volatility structure3 observations
Atr35.48
Atr Pct3.16%
EnvironmentMedium
Option market context3 observations
Current Iv32.93
Iv Rank27.82
Iv Percentile32.67%
Price boundaries8 observations
Bb Upper1,280.7
Bb Middle1,197.2
Bb Lower1,113.7
Bb Pctb0.06
True High$1,149.36
True Low$1,113.55
True High 5d$1,188.33
True Low 5d$1,113.55
Three-day velocities7 observations
Sma20$-2.95
Sma50$-0.13
Mvwap20$-2.23
Macd-2.75
Rsi-2.15
Volume-74,613
Atr-0.42
Risk radar5 observations
Earnings RiskLow
Earnings DateOct 29, 2026
Macro RiskUnknown
Vol RiskMedium
Structure RiskMedium
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%
58
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
44
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%
51

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 Balanced Sentiment

The US option market for LLY shows a neutral stance towards the stock's direction. While recent news includes positive developments like FDA approvals and strong Q2 earnings, the market also acknowledges potential risks such as valuation concerns and competition. The term structure is in backwardation, suggesting a slight preference for near-term upside but with elevated volatility.

Front ATM IV36.28%
Current IV32.62%
IV Rank26.25
IV Percentile29.88%
25Δ skew-0.16
Term slope-3.03
Term structureBackwardation
Quote coverage100%
Median option spread17.31%
Term structure

Implied volatility by expiration

3 observed expirations
36.3%33.3%
ExpirationDTEATM IVState
2026-09-113.0036.28%
2026-09-1810.0033.53%
2026-09-2517.0033.25%
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration
Short strike$1,100.00
Long strike$1,090.00
Net credit / share$1.67
Credit / width16.75%
$167$-833$1,084.50$1,105.50Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration
Short strike$1,150.00
Long strike$1,152.50
Net credit / share$0.63
Credit / width25.00%
$63$-187$1,148.63$1,153.88Expiration payoff per standard 100-share contract
Evidence used
  • The 25-delta skew is balanced, indicating no strong directional bias from option pricing.
  • Implied volatility is high at 32.62%, reflecting market uncertainty and potential for price swings.
  • The term structure slopes downward (backwardation), with near-term options slightly more expensive than longer-dated options, hinting at a slight expectation of near-term upside.
  • Recent news includes positive developments like FDA approvals and strong Q2 earnings, but also mentions valuation concerns and competition.
Risk context
  • High implied volatility suggests elevated risk of price swings.
  • Valuation concerns and competition could weigh on the stock price.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score57.30

The option market shows balanced sentiment with potential for both upside and downside movement.

Execution intelligence

Liquidity and quote conditions

Dollar volume$1.18B
Underlying bid/ask spread0.17%
Option quote coverage100%
Median option spread17.31%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Sep 8, 2026 10:04 AM EDT

Covered Call | 2026-09-11 | short $1065.00 | $62.68 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$1.08T
P/E (TTM)40.5×
Beta0.43
52-week range$712.05 – $1,292.65
52-week return58.05%
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 identitybd5f7453085b9ebe342d7556

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