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Eli Lilly (LLY) Calls Hot on AstraZeneca (AZN) Deal

Eli Lilly and Co (NYSE:LLY) hit a 13-year high after announcing a new partnership with AstraZeneca plc (ADR) (NYSE:AZN)

May 29, 2015 at 1:51 PM
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Eli Lilly and Co (NYSE:LLY) topped out at a 13-year high of $79.55 earlier -- and was last seen up 3.5% at $79.06 -- on reports the company is joining forces with AstraZeneca plc (ADR) (NYSE:AZN) to combine two of their respective cancer treatments for a new clinical trial. Option traders are responding in kind, scooping up calls at eight times the average intraday pace -- with a number of speculators betting on higher highs in the next few weeks.

Specifically, LLY's June 80 call has seen the most action, and it seems safe to assume new positions are being purchased here. By initiating the long calls, traders are gambling on LLY to break through the round-number $80 mark -- a feat not accomplished since early 2002 -- by the close on Friday, June 19, when front-month options expire.

From a broader perspective, today's accelerated call volume just echoes the withstanding trend seen in LLY's options pits. In fact, the equity's 50-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) call/put volume ratio of 3.11 ranks in the 86th percentile of its annual range.

Technically speaking, Eli Lilly and Co (NYSE:LLY) has put in a strong performance over the long term -- up 32% year-over-year, thanks to several sharp bounces off its 120-day moving average. More recently, the shares have outperformed the broader S&P 500 Index (SPX) by 7 percentage points over the past three months.
 
 

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