Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co / LLY

StockHealthcarePharmaceuticals
JW Rank59.3/ 100
Official close$1,138.88+0.60 (+0.05%)
Bid$1,137.00
Ask$1,140.03
Previous close$1,138.28
ATR (14)2.82%
RSI (14)42.0
Volume774,834
Model reference$1,130.00
Upside scenario$1,190.00
Risk reference$1,105.00
Decision summary

LLY Option Market Implies Upside Potential Despite Recent Pullback

BalancedHigh confidence

The LLY option market suggests bullish sentiment despite a recent pullback in the underlying stock price. While implied volatility is elevated, it's not unusually high for a company with LLY's growth prospects and upcoming catalysts like EASD data and Q3 earnings. The term structure shows backwardation, indicating traders expect near-term volatility to subside, potentially setting up for upside moves. The positive news flow from analyst upgrades and pipeline advancements further supports the bullish outlook.

Wheel contextLLY options offer opportunities for bullish strategies as the stock appears poised for a rebound. Traders can consider buying calls or call spreads, especially if the $1,100-$1,120 support holds.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious buy on dip or hold for potential rebound over 1-3 weeks, driven by analyst upgrade and upcoming EASD data as catalysts; however, short-term technicals remain mixed with negative MACD and price below key short-term MAs. High uncertainty from recent 8%+ monthly pullback, possible continuation of weakness, and market volatility. Better entry on hold above $1,120 or dip to support.

Three-month outlook

Constructive to bullish over three months given GLP-1 market dominance, Foundayo oral launch traction, positive pipeline data (retatrutide, others), acquisitions expanding into mental health and autoimmune, raised 2026 guidance, and manufacturing investments. Analyst targets suggest 15-40% upside potential. Significant uncertainty remains due to elevated valuation (PE ~38), intensifying competition, potential pricing/reimbursement pressures, execution risks on new products, Q3 earnings on Oct 29, and broader market conditions. Positive EASD data or continued volume growth could drive toward $1,250-$1,400; negative surprises or sentiment shift could retest $1,100 or lower. Outcomes highly dependent on clinical/commercial execution and external factors.


Market sentiment context

Recent posts focus positively on the Berenberg upgrade and potential rebound, with traders highlighting support around $1,100-$1,121 and a possible bull flag pattern. Some discussion of pipeline and GLP-1 leadership. Mixed with older concerns over high valuation, institutional ownership, and recent weakness. Spam posts promoting trading groups. Overall cautiously optimistic on news flow but acknowledging pullback and risks.

Observed market data

Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,178.68
50D SMA$1,181.86
200D SMA$1,065.32
9D EMA$1,140.31
21D EMA$1,160.62
20D MVWAP$1,189.61
YTD VWAP$1,063.02
Daily reference VWAP$1,142.90
Price vs 20D SMA-3.61%
Price vs 50D SMA-3.87%
Price vs 200D SMA6.64%
Momentum kinematics10 observations
RSI (7)40.03
RSI (14)41.98
RSI (21)45.16
Stochastic K12.24
Stochastic D8.31
MACD line-17.79
MACD histogram-11.92
ADX (14)13.43
MACD acceleration-0.45
RSI velocity1.73
Volatility and price boundaries11 observations
ATR (14)-0.26
ATR (14) %2.82%
Bollinger upper$1,280.71
Bollinger middle$1,178.68
Bollinger lower$1,076.64
Bollinger position0.29%
Volatility environmentMedium
20D realized volatility30.14%
Observed range position19.09%
5D true high$1,161.00
5D true low$1,113.29
Participation and institutional flow7 observations
Volume774,834
20D average volume1.16M
Volume vs 20D average0.67x
20D SMA velocity-3.04
50D SMA velocity-1.44
Institutional flow-2.14
ATR velocity-0.26
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,138.88
DateSep 15, 2026
Volume774,834
Vwap D$1,142.90
Mvwap 20$1,189.61
Change0.60
Change Percentage0.05%
Trend structure6 observations
Trend SignalBullish Recovery
Sma 20$1,178.68
Sma 50$1,181.86
Sma 200$1,065.32
Ema 9$1,140.31
Ema 21$1,160.62
Momentum structure9 observations
Rsi 740.03
Rsi 1441.98
Rsi 2145.16
Rsi SignalNeutral
Stoch K12.24
Stoch D8.31
Macd Line-17.79
Macd SignalBearish
Macd Hist-11.92
Volatility structure3 observations
Atr32.06
Atr Pct2.82%
EnvironmentMedium
Option market context3 observations
Current Iv32.03
Iv Rank23.34
Iv Percentile24.70%
Price boundaries8 observations
Bb Upper1,280.7
Bb Middle1,178.7
Bb Lower1,076.6
Bb Pctb0.29
True High$1,161.00
True Low$1,131.59
True High 5d$1,161.00
True Low 5d$1,113.29
Three-day velocities7 observations
Sma20$-3.04
Sma50$-1.44
Mvwap20$-2.14
Macd-0.45
Rsi1.73
Volume-48,597
Atr-0.26
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%
84
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
71
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
46
Market Tail RiskMarket-wide volatility and tail-risk regimeCoverage 100%
56
Fundamental QualityBusiness quality and balance-sheet durabilityCoverage 100%
84
Volatility PressureOption premium pressure relative to realized movementCoverage 100%
46

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 Pullback

The LLY option market suggests bullish sentiment despite a recent pullback in the underlying stock price. While implied volatility is elevated, it's not unusually high for a company with LLY's growth prospects and upcoming catalysts like EASD data and Q3 earnings. The term structure shows backwardation, indicating traders expect near-term volatility to subside, potentially setting up for upside moves. The positive news flow from analyst upgrades and pipeline advancements further supports the bullish outlook.

Front ATM IV35.56%
Current IV32.61%
IV Rank26.21
IV Percentile29.48%
25Δ skew0.24
Term slope-2.50
Term structureBackwardation
Quote coverage100%
Median option spread17.07%
Term structure

Implied volatility by expiration

3 observed expirations
35.6%32.9%
ExpirationDTEATM IVState
2026-09-183.0035.56%
2026-09-2510.0032.86%
2026-10-0217.0033.06%
Reference structures

Defined-risk observations

Bear Call Spread Reference

Expiration
Short strike$1,165.00
Long strike$1,170.00
Net credit / share$0.70
Credit / width14.00%
$70$-430$1,162.25$1,172.75Expiration payoff per standard 100-share contract
Evidence used
  • Berenberg upgraded LLY to Buy with a price target of $1,400 citing strong growth drivers like weight-loss drugs and Foundayo's success.
  • Positive comments from Morgan Stanley healthcare conference reinforce confidence in LLY's future.
  • The option market exhibits backwardation, suggesting traders anticipate near-term volatility to decrease.
  • Elevated implied volatility is not unusual for a company with LLY's growth potential and upcoming catalysts.
Risk context
  • Recent pullback of over 8% in August raises concerns about potential continuation of weakness.
  • High valuation (TTM PE ~38) and intensifying competition pose risks to future growth.
  • Potential pricing/reimbursement pressures on new products could impact profitability.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score72.70

LLY options offer opportunities for bullish strategies as the stock appears poised for a rebound. Traders can consider buying calls or call spreads, especially if the $1,100-$1,120 support holds.

Execution intelligence

Liquidity and quote conditions

Dollar volume$880.30M
Underlying bid/ask spread0.53%
Option quote coverage100%
Median option spread17.07%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Sep 15, 2026 1:21 PM EDT

Covered Call | 2026-09-25 | short $1140.00 | $27.53 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$1.07T
P/E (TTM)39.9×
Beta0.43
52-week range$712.05 – $1,292.65
52-week return50.69%
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 identitya047e7b391355935200a7eb2

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