Dated end-of-day edition
JW Intelligence Report

Eli Lilly and Co (LLY) Options Analysis & Market Structure

StockHealthcarePharmaceuticals
JW Rank83.9/ 100

Explore implied volatility, skew, term structure, option spreads alongside market-structure research for Eli Lilly and Co (LLY). Review the dated evidence and its limitations below.

Archived end-of-day edition: . Not a live quote or options chain. Sections may use different observation times.

View the latest LLY research
Official close$1,186.00+2.54 (+0.21%)
Bid$1,182.00
Ask$1,186.70
Previous close$1,183.46
ATR (14)2.68%
RSI (14)56.0
Volume766,657
Model reference$1,176.00
Upside scenario$1,235.00
Risk reference$1,148.00
Decision summary

Lilly Shows Strength Despite Legal Uncertainty

Strong SetupHigh confidence

LLY's price action and technical indicators suggest a bullish bias, supported by strong fundamentals and positive analyst sentiment. However, legal risks and potential pricing pressures warrant caution.

Wheel contextThe bullish sentiment is driven by positive news flow and strong fundamentals. However, legal risks and potential pricing pressures could create volatility.
Dated supporting context

JW AI outlook

Bullish

Short-term scenario

Cautious long only on a pullback, not a chase. One-to-three-week bias is mildly constructive while price holds above the 50-day average, but momentum is neutral and near-term resistance sits around $1,190-$1,200. Prefer weakness toward the 50-day area. Uncertainty is material: a legal, pricing, or competitive headline, or a break of recent lows, can invalidate these levels quickly. Not investment advice.

Three-month outlook

Base case is moderately positive over three months if Mounjaro, Zepbound, and Foundayo volume stays strong and management raises guidance again around the estimated late-October Q3 report. Street targets near $1,330-$1,500 imply upside, but the shares already discount high growth at a premium multiple. Supports include obesity-market leadership, broader access including Medicare, manufacturing scale-up, and pipeline depth (retatrutide, recent oncology and insulin approvals). Risks include pricing pressure, competition from Novo and next-generation candidates, GLP-1 litigation, the Nektar appeal, and any growth slowdown. A plausible three-month range is roughly $1,050-$1,350, with a central path toward $1,250-$1,350 only if execution stays clean. Uncertainty is high because Q3 results, guidance commentary, policy, and legal outcomes are not knowable today and can reprice the stock sharply. This is analysis, not a recommendation to buy or sell.


Market sentiment context

Recent X discussion is cautiously bullish, not euphoric. Posts emphasized JPMorgan's target raise to $1,500, Lilly's GLP-1 share gains versus Novo Nordisk, and short-term long ideas aiming near $1,200-$1,225 with stops around $1,150-$1,165. Offsetting mentions include GLP-1 litigation (including NAION vision-loss claims against Lilly and Novo) and the Nektar verdict. Same-day engagement is modest. Tone is constructive on the obesity franchise with valuation and legal caveats. Social sentiment is noisy, incomplete, and can reverse quickly; it is not a reliable trading signal.

Observed market data

LLY: Price and technical structure

Dated end-of-day indicator set
Trend reference levels11 observations
20D SMA$1,151.32
50D SMA$1,177.53
200D SMA$1,071.11
9D EMA$1,167.67
21D EMA$1,164.73
20D MVWAP$1,153.53
YTD VWAP$1,066.17
Daily reference VWAP$1,183.81
Price vs 20D SMA2.91%
Price vs 50D SMA0.62%
Price vs 200D SMA10.61%
Momentum kinematics10 observations
RSI (7)66.88
RSI (14)56.04
RSI (21)53.45
Stochastic K82.94
Stochastic D74.47
MACD line-0.88
MACD histogram-7.22
ADX (14)14.72
MACD acceleration2.50
RSI velocity3.14
Volatility and price boundaries11 observations
ATR (14)0.01
ATR (14) %2.68%
Bollinger upper$1,192.42
Bollinger middle$1,151.32
Bollinger lower$1,110.22
Bollinger position0.91%
Volatility environmentMedium
20D realized volatility18.35%
Observed range position41.97%
5D true high$1,197.79
5D true low$1,139.26
Participation and institutional flow7 observations
Volume766,657
20D average volume990,453
Volume vs 20D average0.77x
20D SMA velocity0.17
50D SMA velocity0.30
Institutional flow-0.99
ATR velocity0.01
Available cached indicators

Detailed decision indicators

Dated authorized values
Market overview7 observations
Price$1,186.00
DateSep 28, 2026
Volume766,657
Vwap D$1,183.81
Mvwap 20$1,153.53
Change2.54
Change Percentage0.21%
Trend structure6 observations
Trend SignalStrong Bull
Sma 20$1,151.32
Sma 50$1,177.53
Sma 200$1,071.11
Ema 9$1,167.67
Ema 21$1,164.73
Momentum structure9 observations
Rsi 766.88
Rsi 1456.04
Rsi 2153.45
Rsi SignalNeutral
Stoch K82.94
Stoch D74.47
Macd Line-0.88
Macd SignalBearish
Macd Hist-7.22
Volatility structure3 observations
Atr31.71
Atr Pct2.68%
EnvironmentMedium
Option market context3 observations
Current Iv38.15
Iv Rank53.77
Iv Percentile66.53%
Price boundaries8 observations
Bb Upper1,192.4
Bb Middle1,151.3
Bb Lower1,110.2
Bb Pctb0.91
True High$1,194.09
True Low$1,172.56
True High 5d$1,197.79
True Low 5d$1,139.26
Three-day velocities7 observations
Sma20$0.17
Sma50$0.30
Mvwap20$-0.99
Macd2.50
Rsi3.14
Volume-67,571
Atr0.01
Risk radar5 observations
Earnings RiskLow
Earnings DateOct 29, 2026
Macro RiskUnknown
Vol RiskMedium
Structure RiskMedium
Deterministic scoring

JW Rank factors for LLY

Higher scores indicate stronger observed structure
LiquidityTrading capacity and quote quality proxyCoverage 100%
93
Strategy FitGeneric Wheel premium-selling environment fitCoverage 100%
89
Technical TrendPrice trend, momentum and long-term structureCoverage 100%
81
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%
93

JW Rank is not a buy/sell rating, and coverage measures field availability—not accuracy or certainty.

Options Intelligence

LLY options analysis: volatility & pricing

Lilly Shows Strength Despite Legal Uncertainty

LLY's price action and technical indicators suggest a bullish bias, supported by strong fundamentals and positive analyst sentiment. However, legal risks and potential pricing pressures warrant caution.

Front ATM IV34.57%
Current IV38.13%
IV Rank53.68
IV Percentile66.53%
25Δ skew0.82
Term slope-1.72
Term structureFlat
Quote coverage100%
Median option spread20.62%
Term structure

Implied volatility by expiration: term structure

3 observed expirations
34.6%31.9%
ExpirationDTEATM IVState
2026-10-024.0034.57%—
2026-10-0911.0031.94%—
2026-10-1618.0032.85%—
Reference structures

Defined-risk observations

Bull Put Spread Reference

Expiration—
Short strike$1,160.00
Long strike$1,157.50
Net credit / share$1.08
Credit / width43.00%
$108$-142$1,156.13$1,161.38Expiration payoff per standard 100-share contract

Bear Call Spread Reference

Expiration—
Short strike$1,220.00
Long strike$1,225.00
Net credit / share$1.00
Credit / width20.00%
$100$-400$1,217.25$1,227.75Expiration payoff per standard 100-share contract
Evidence used
  • Price is above both the 50-day and 200-day SMAs, indicating a strong uptrend.
  • Recent news highlights positive developments like new product launches and FDA approvals.
  • Analysts are optimistic, with recent price target increases and a 'Strong Buy' consensus rating.
  • JPMorgan raised its target to $1,500 citing strong incretin trends and room for further guidance increases.
Risk context
  • Ongoing litigation related to GLP-1 drugs poses a risk to future earnings and stock price.
  • Pricing pressure from competition and healthcare policies could impact profitability.
Strategy intelligence

Structural fit, not a trade instruction

Wheel fit score89.40

The bullish sentiment is driven by positive news flow and strong fundamentals. However, legal risks and potential pricing pressures could create volatility.

Execution intelligence

Liquidity and quote conditions

Dollar volume$908.32M
Underlying bid/ask spread0.40%
Option quote coverage100%
Median option spread20.62%
Fundamental intelligence

Business quality context

Factor score84.20
Coverage100%

Business quality and balance-sheet durability

Latest strategy observation

LLY Covered Call signal

Sep 28, 2026 9:35 AM EDT

Covered Call | 2026-10-02 | short $1200.00 | $16.20 credit | High turnover | also meets Conservative

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$1.11T
P/E (TTM)41.7×
Beta0.43
52-week range$712.05 – $1,292.65
52-week return65.61%
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 identity2dae1ff27a5025a883e0f5a8

Published by Jason Wheel Research LLC · How JW Rank is calculated

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