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LLY $1064.15 -0.30% (updated 2026-06-02)

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
$1120
DOM
$1135
2ND
$1064.15

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

Magnet Strength
1.16× Elevated (1–1.5×)
Current OI 22,330
30d Avg OI 19,280

Slightly above average — mild additional pinning force at key strikes.

Put/Call Ratio
0.43
CALL HEAVY

Below 0.8 — call OI dominates. Bullish positioning; dealers are short calls and will sell delta into rallies.

Dominant Wall
$1120
▲ Above spot

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

Distance to #1 Wall
$-55.85
-5.25%

Price is below the dominant wall — acts as resistance.

Wall Skew
+0.984
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 $1120 (dom strike) by +1d.
↔ CAGE
AUC 0.55 measured
Strength ██%
5d horizon
Target · Price stays between $1120 – $1135 through +5d.

Top OI Walls

Largest open interest concentrations · sorted by strike price

2026-06-02
Rank Strike Call OI Put OI Total OI P/C % of Max
#4 $1200 Resistance 1,005 0 1,005 0.00
18%
#3 $1150 Resistance 1,134 13 1,147 0.01
20%
#2 $1135 Resistance 1,684 0 1,684 0.00
30%
#1 $1120 Resistance 5,606 44 5,650 0.01
100%
▶ $1064.15
#5 $1000 Support 233 741 974 3.18
17%

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:
2026-05-26
📌 PIN
Strength 20%
Magnet
Floor $930
Ceiling $1100
Range 16.0%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$1082.92
+1.71%
Closed 1.6% from wall (need ≤0.5%) — moved +1.7%
2026-05-22
📌 PIN
Strength 20%
Magnet
Floor $930
Ceiling $1100
Range 16.0%
✗ Miss
Win Criteria
Close within 0.5% of $930 by end of day
What Happened
$1064.74
-0.02%
Closed 12.7% from wall (need ≤0.5%) — moved -0.0%
2026-05-21
📌 PIN
Strength 55%
Magnet
Floor $1050
Ceiling $1100
Range 4.8%
✗ Miss
Win Criteria
Close within 0.5% of $1050 by end of day
What Happened
$1065.00
+2.24%
Closed 1.4% from wall (need ≤0.5%) — moved +2.2%
2026-05-20
📌 PIN
Strength 5%
Magnet
Floor $908
Ceiling $1050
Range 14.0%
✗ Miss
Win Criteria
Close within 0.5% of $1050 by end of day
What Happened
$1041.65
+2.24%
Closed 0.8% from wall (need ≤0.5%) — moved +2.2%
2026-05-19
↔ CAGE
Strength 55%
Magnet
Floor $900
Ceiling $908
Range 0.7%
✗ Miss
Win Criteria
Stay inside $900–$908 for 5 days
What Happened
$1082.92
+6.02%
Broke down — max move 4.3% (need ≤2%)
2026-05-18
↔ CAGE
Strength 75%
Magnet
Floor $900
Ceiling $908
Range 0.8%
✗ Miss
Win Criteria
Stay inside $900–$908 for 5 days
What Happened
$1064.74
+7.76%
Broke up — max move 5.4% (need ≤2%)
2026-05-15
↔ CAGE
Strength 75%
Magnet
Floor $900
Ceiling $908
Range 0.7%
✓ Hit
Win Criteria
Stay inside $900–$908 for 5 days
What Happened
$1065.00
+5.98%
2026-05-14
📌 PIN
Strength 5%
Magnet
Floor $1000
Ceiling $1100
Range 9.9%
✗ Miss
Win Criteria
Close within 0.5% of $1100 by end of day
What Happened
$1004.92
-0.18%
Closed 9.4% from wall (need ≤0.5%) — moved -0.2%
2026-05-13
📌 PIN
Strength 35%
Magnet
Floor $1000
Ceiling $1100
Range 9.8%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$1006.70
-0.89%
Closed 0.7% from wall (need ≤0.5%) — moved -0.9%
2026-05-12
📌 PIN
Strength 35%
Magnet
Floor $1000
Ceiling $1100
Range 10.1%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$1015.75
+2.61%
Closed 1.6% from wall (need ≤0.5%) — moved +2.6%
2026-05-11
📌 PIN
Strength 10%
Magnet
Floor $1000
Ceiling $1100
Range 10.3%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$989.87
+2.37%
Closed 1.0% from wall (need ≤0.5%) — moved +2.4%
2026-05-08
📌 PIN
Strength 20%
Magnet
Floor $1000
Ceiling $1100
Range 10.5%
✗ Miss
Win Criteria
Close within 0.5% of $1000 by end of day
What Happened
$966.99
+1.95%
Closed 3.5% from wall (need ≤0.5%) — moved +2.0%
2026-05-07
↔ CAGE
Strength 20%
Magnet
Floor $1000
Ceiling $1050
Range 5.1%
✗ Miss
Win Criteria
Stay inside $1000–$1050 for 5 days
What Happened
$1006.70
+3.26%
Broke down — max move 2.7% (need ≤2%)
2026-05-06
📌 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
$974.96
-1.22%
Closed 2.5% from wall (need ≤0.5%) — moved -1.2%
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%