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LLY $989.87 +1.58% (updated 2026-05-12)

Today's OI Read — LLY

Where the walls are, where price sits, and what the dealer positioning implies for Eli Lilly

In Between Walls?
NO
$1000
DOM
$1100
2ND
$989.87

Outside the dominant wall range — directional momentum more likely than mean reversion.

Magnet Strength
1.51× High (1.5–2×)
Current OI 34,396
30d Avg OI 22,826

Elevated OI — dealers carry larger hedges, making price walls structurally stronger.

Put/Call Ratio
0.86
NEUTRAL

Between 0.8–1.2 — balanced positioning. No strong directional lean from options flow alone.

Dominant Wall
$1000
▲ Above spot

The highest OI concentration strike — the structural anchor dealers are most committed to hedging.

Distance to #1 Wall
$-10.13
-1.02%

Price is below the dominant wall — acts as resistance.

Wall Skew
+0.823
CALL HEAVY

Call-heavy at the dominant wall — call sellers cap rallies toward it. Acts as resistance.

Today's Top Setup — LLY

SQUEEZE, PIN, and CAGE scored 0–100 from OI structure. Highest score = today's highest-conviction setup.

PIN — 53.7% hit rate (n=1,719). CAGE — 45.4% (n=1,161). SQUEEZE — 49.5% (n=5,555). Half hit, half don't — the edge is asymmetric payoff.

Strength scores are locked

PRO

See exactly which setup is most likely — and by how much

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🚀 SQUEEZE
candidate
Strength ██%
5d horizon
Target · Stock pops ≥+5% within 10 trading days — the kind of move where the winners run far enough to outweigh the misses.
📌 PIN
AUC 0.83 measured
Strength ██%
1d horizon
Target · Price closes within 0.5% of $1000 (dom strike) by +1d.
↔ CAGE
AUC 0.55 measured
Strength ██%
5d horizon
Target · Price stays between $1000 – $1100 through +5d.
No cage setup today — walls are 10.1% apart. Dealers only defend tight ranges (<8%).

Top OI Walls

Largest open interest concentrations · sorted by strike price · * OI projected from prior day

2026-05-12
Rank Strike Call OI Put OI Total OI P/C % of Max
#2 $1100 Resistance 2,109 0 2,109 0.00
65%
#1 $1000 Resistance 2,944 285 3,229 0.10
100%
#5 $990 Resistance 714 589 1,303 0.82
40%
▶ $989.87
#4 $900 Support 591 888 1,479 1.50
46%
#3 $800 Support 94 1,545 1,639 16.44
51%

SQUEEZE / PIN / CAGE Setup Backtest — LLY

Last 50 sessions — which setup fired, what the score was, and whether it hit. See the actual win/loss record.

0 days ·
Min Strength 60
Magnet:
2026-05-05
📌 PIN
Strength 35%
Magnet
Floor $1000
Ceiling $1050
Range 5.1%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$987.05
-0.18%
Closed 1.3% from wall (need ≤0.5%) — moved -0.2%
2026-05-04
↔ CAGE
Strength 20%
Magnet
Floor $1000
Ceiling $1050
Range 5.2%
✗ Miss
Win Criteria
Stay inside $1000–$1050 for 5 days
What Happened
$966.99
-0.10%
Broke up — max move 2.2% (need ≤2%)
2026-05-01
📌 PIN
Strength 5%
Magnet
Floor $800
Ceiling $1000
Range 20.8%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$967.93
+0.48%
Closed 3.3% from wall (need ≤0.5%) — moved +0.5%
2026-04-30
↔ CAGE
Strength 40%
Magnet
Floor $900
Ceiling $950
Range 5.3%
✗ Miss
Win Criteria
Stay inside $900–$950 for 5 days
What Happened
$974.96
+4.32%
Broke up — max move 5.8% (need ≤2%)
2026-04-29
📌 PIN
Strength 20%
Magnet
Floor $830
Ceiling $950
Range 14.1%
✗ Miss
Win Criteria
Close within 0.5% of $950 by end of day
What Happened
$934.60
+9.80%
Closed 1.8% from wall (need ≤0.5%) — moved +9.8%
2026-04-28
📌 PIN
Strength 15%
Magnet
Floor $830
Ceiling $950
Range 13.7%
✗ Miss
Win Criteria
Close within 0.5% of $950 by end of day
What Happened
$851.21
-2.61%
Closed 11.3% from wall (need ≤0.5%) — moved -2.6%
2026-04-27
📌 PIN
Strength 5%
Magnet
Floor $830
Ceiling $950
Range 13.8%
✗ Miss
Win Criteria
Close within 0.5% of $950 by end of day
What Happened
$874.00
+0.66%
Closed 8.8% from wall (need ≤0.5%) — moved +0.7%
2026-04-24
📌 PIN
Strength 15%
Magnet
Floor $830
Ceiling $950
Range 13.6%
✗ Miss
Win Criteria
Close within 0.5% of $830 by end of day
What Happened
$868.27
-1.77%
Closed 4.3% from wall (need ≤0.5%) — moved -1.8%
2026-04-23
↔ CAGE
Strength 20%
Magnet
Floor $950
Ceiling $1000
Range 5.4%
✗ Miss
Win Criteria
Stay inside $950–$1000 for 5 days
What Happened
$934.60
+1.85%
Broke down — max move 5.4% (need ≤2%)
2026-04-22
📌 PIN
Strength 10%
Magnet
Floor $1000
Ceiling $1100
Range 10.9%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$917.65
-0.42%
Closed 8.9% from wall (need ≤0.5%) — moved -0.4%
2026-04-21
↔ CAGE
Strength 40%
Magnet
Floor $950
Ceiling $1000
Range 5.5%
✗ Miss
Win Criteria
Stay inside $950–$1000 for 5 days
What Happened
$874.00
-3.21%
Broke up — max move 2.1% (need ≤2%)
2026-04-20
↔ CAGE
Strength 40%
Magnet
Floor $1000
Ceiling $1050
Range 5.4%
✓ Hit
Win Criteria
Stay inside $1000–$1050 for 5 days
What Happened
$868.27
-5.61%
2026-04-17
📌 PIN
Strength 30%
Magnet
Floor $880
Ceiling $1000
Range 12.9%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$919.90
-0.77%
Closed 8.6% from wall (need ≤0.5%) — moved -0.8%
2026-04-16
📌 PIN
Strength 30%
Magnet
Floor $800
Ceiling $1000
Range 22.1%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$927.03
+2.55%
Closed 8.1% from wall (need ≤0.5%) — moved +2.5%
2026-04-15
📌 PIN
Strength 30%
Magnet
Floor $800
Ceiling $1000
Range 22.1%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$903.99
-0.11%
Closed 10.6% from wall (need ≤0.5%) — moved -0.1%
2026-04-14
📌 PIN
Strength 20%
Magnet
Floor $1000
Ceiling $1100
Range 10.8%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$905.03
-1.89%
Closed 10.3% from wall (need ≤0.5%) — moved -1.9%
2026-04-13
📌 PIN
Strength 20%
Magnet
Floor $1000
Ceiling $1100
Range 10.8%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$922.50
-0.76%
Closed 8.3% from wall (need ≤0.5%) — moved -0.8%
2026-04-10
📌 PIN
Strength 20%
Magnet
Floor $1000
Ceiling $1100
Range 10.6%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$929.55
-1.06%
Closed 7.5% from wall (need ≤0.5%) — moved -1.1%
2026-04-09
↔ CAGE
Strength 20%
Magnet
Floor $1000
Ceiling $1050
Range 5.2%
✗ Miss
Win Criteria
Stay inside $1000–$1050 for 5 days
What Happened
$903.99
-5.36%
Broke down — max move 3.4% (need ≤2%)
2026-04-08
↔ CAGE
Strength 20%
Magnet
Floor $1000
Ceiling $1050
Range 5.2%
✗ Miss
Win Criteria
Stay inside $1000–$1050 for 5 days
What Happened
$905.03
-5.06%
Broke up — max move 2.5% (need ≤2%)
2026-04-07
↔ CAGE
Strength 20%
Magnet
Floor $1000
Ceiling $1050
Range 5.4%
✗ Miss
Win Criteria
Stay inside $1000–$1050 for 5 days
What Happened
$922.50
-0.92%
Broke up — max move 2.6% (need ≤2%)
2026-04-06
↔ CAGE
Strength 20%
Magnet
Floor $1000
Ceiling $1050
Range 5.4%
✗ Miss
Win Criteria
Stay inside $1000–$1050 for 5 days
What Happened
$929.55
+0.27%
Broke up — max move 3.0% (need ≤2%)
2026-04-02
📌 PIN
Strength 15%
Magnet
Floor $820
Ceiling $1000
Range 19.2%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$927.06
-0.91%
Closed 7.8% from wall (need ≤0.5%) — moved -0.9%
2026-04-01
📌 PIN
Strength 5%
Magnet
Floor $820
Ceiling $1000
Range 18.9%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$935.58
-1.98%
Closed 6.7% from wall (need ≤0.5%) — moved -2.0%
2026-03-31
📌 PIN
Strength 30%
Magnet
Floor $820
Ceiling $1000
Range 19.6%
✗ Miss
Win Criteria
Close within 0.5% of $820 by end of day
What Happened
$954.52
+3.78%
Closed 14.6% from wall (need ≤0.5%) — moved +3.8%
2026-03-30
📌 PIN
Strength 15%
Magnet
Floor $820
Ceiling $1000
Range 20.3%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$919.77
+3.74%
Closed 9.0% from wall (need ≤0.5%) — moved +3.7%
2026-03-27
📌 PIN
Strength 20%
Magnet
Floor $885
Ceiling $1000
Range 13.1%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$886.63
+0.96%
Closed 12.9% from wall (need ≤0.5%) — moved +1.0%
2026-03-26
↔ CAGE
Strength 20%
Magnet
Floor $950
Ceiling $1000
Range 5.6%
✗ Miss
Win Criteria
Stay inside $950–$1000 for 5 days
What Happened
$935.58
+4.30%
Broke down — max move 2.5% (need ≤2%)
2026-03-25
📌 PIN
Strength 75%
Magnet
Floor $890
Ceiling $920
Range 3.3%
✗ Miss
Win Criteria
Close within 0.5% of $920 by end of day
What Happened
$897.00
-2.11%
Closed 2.5% from wall (need ≤0.5%) — moved -2.1%
2026-03-24
📌 PIN
Strength 45%
Magnet
Floor $890
Ceiling $920
Range 3.3%
✗ Miss
Win Criteria
Close within 0.5% of $890 by end of day
What Happened
$916.31
+1.47%
Closed 2.9% from wall (need ≤0.5%) — moved +1.5%
2026-03-23
↔ CAGE
Strength 55%
Magnet
Floor $890
Ceiling $900
Range 1.1%
✓ Hit
Win Criteria
Stay inside $890–$900 for 5 days
What Happened
$886.63
-2.63%
2026-03-20
↔ CAGE
Strength 55%
Magnet
Floor $890
Ceiling $900
Range 1.1%
✓ Hit
Win Criteria
Stay inside $890–$900 for 5 days
What Happened
$878.24
-3.14%
2026-03-19
📌 PIN
Strength 15%
Magnet
Floor $750
Ceiling $1100
Range 38.1%
✗ Miss
Win Criteria
Close within 0.5% of $750 by end of day
What Happened
$906.70
-1.18%
Closed 17.1% from wall (need ≤0.5%) — moved -1.2%
2026-03-18
📌 PIN
Strength 20%
Magnet
Floor $750
Ceiling $1000
Range 27.2%
✗ Miss
Win Criteria
Close within 0.5% of $750 by end of day
What Happened
$917.50
-0.06%
Closed 18.2% from wall (need ≤0.5%) — moved -0.1%
2026-03-17
📌 PIN
Strength 20%
Magnet
Floor $1000
Ceiling $1100
Range 10.7%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$918.05
-1.32%
Closed 8.8% from wall (need ≤0.5%) — moved -1.3%
2026-03-16
📌 PIN
Strength 20%
Magnet
Floor $1000
Ceiling $1100
Range 10.1%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$930.35
-5.94%
Closed 17.2% from wall (need ≤0.5%) — moved -5.9%
2026-03-13
📌 PIN
Strength 20%
Magnet
Floor $800
Ceiling $1000
Range 20.3%
✗ Miss
Win Criteria
Close within 0.5% of $800 by end of day
What Happened
$989.12
+0.41%
Closed 19.2% from wall (need ≤0.5%) — moved +0.4%
2026-03-12
↔ CAGE
Strength 75%
Magnet
Floor $1050
Ceiling $1060
Range 1.0%
✗ Miss
Win Criteria
Stay inside $1050–$1060 for 5 days
What Happened
$917.50
-6.11%
Broke up — max move 4.8% (need ≤2%)
2026-03-11
↔ CAGE
Strength 75%
Magnet
Floor $1050
Ceiling $1060
Range 1.0%
✗ Miss
Win Criteria
Stay inside $1050–$1060 for 5 days
What Happened
$918.05
-8.18%
Broke down — max move 2.3% (need ≤2%)
2026-03-10
↔ CAGE
Strength 55%
Magnet
Floor $1050
Ceiling $1060
Range 1.0%
✗ Miss
Win Criteria
Stay inside $1050–$1060 for 5 days
What Happened
$930.35
-7.09%
Broke down — max move 2.4% (need ≤2%)
2026-03-09
📌 PIN
Strength 60%
Magnet
Floor $1000
Ceiling $1060
Range 6.0%
✓ Hit
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$1001.35
-0.70%
2026-03-06
📌 PIN
Strength 60%
Magnet
Floor $900
Ceiling $1000
Range 10.1%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$1008.39
+1.82%
Closed 0.8% from wall (need ≤0.5%) — moved +1.8%
2026-03-05
📌 PIN
Strength 20%
Magnet
Floor $990
Ceiling $1100
Range 11.2%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$990.33
+0.72%
Closed 11.2% from wall (need ≤0.5%) — moved +0.7%
2026-03-04
📌 PIN
Strength 50%
Magnet
Floor $990
Ceiling $1100
Range 11.0%
✗ Miss
Win Criteria
Close within 0.5% of $990 by end of day
What Happened
$983.26
-2.02%
Closed 0.7% from wall (need ≤0.5%) — moved -2.0%
2026-03-03
📌 PIN
Strength 10%
Magnet
Floor $1010
Ceiling $1100
Range 8.9%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$1003.57
-0.41%
Closed 9.6% from wall (need ≤0.5%) — moved -0.4%
2026-03-02
📌 PIN
Strength 5%
Magnet
Floor $1010
Ceiling $1100
Range 8.8%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$1007.73
-1.01%
Closed 9.1% from wall (need ≤0.5%) — moved -1.0%
2026-02-27
↔ CAGE
Strength 75%
Magnet
Floor $1010
Ceiling $1015
Range 0.5%
✗ Miss
Win Criteria
Stay inside $1010–$1015 for 5 days
What Happened
$990.33
-5.86%
Broke down — max move 4.6% (need ≤2%)
2026-02-26
📌 PIN
Strength 30%
Magnet
Floor $900
Ceiling $1100
Range 19.6%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$1051.99
+2.93%
Closed 4.7% from wall (need ≤0.5%) — moved +2.9%
2026-02-25
📌 PIN
Strength 30%
Magnet
Floor $900
Ceiling $1100
Range 19.4%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$1022.02
-0.66%
Closed 7.6% from wall (need ≤0.5%) — moved -0.7%
2026-02-24
📌 PIN
Strength 20%
Magnet
Floor $900
Ceiling $1100
Range 19.2%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$1028.83
-1.28%
Closed 6.8% from wall (need ≤0.5%) — moved -1.3%