Grade A · Historical Performance·Data as of Apr 20, 2026

LLY Grade A Options Flow

21 Grade A institutional flow signals on LLY. 20 closed with full P&L. Win rate across all closed Grade A LLY signals: 35%.

Total Grade A
21
Win rate
35%
Avg winner
+39.2%
Avg loser
-38.3%
Outcome breakdown

How LLY Grade A signals have closed

BIG_WIN
2
WIN
4
SMALL_WIN
1
LOSS
12
BIG_LOSS
1
EXPIRED
0
SCRATCH
1
DTE Performance

Where LLY Grade A signals perform

1-5 DTE
50%
2 / 4 closed
6-30 DTE
20%
2 / 10 closed
30+ DTE
50%
3 / 6 closed
Extremes

Best and worst Grade A LLY closures

Best winner
+55.4%
Single Grade A LLY trade return
Worst loser
-80.6%
DTE-based exit rule capped the loss
Recent Grade A LLY activity

Last 5 Grade A prints

Size-bucketed for public view. Exact strikes, expirations, and entry premiums are visible only in the live scanner.

LOSS
$500K+ calls · sweep
Apr 8, 2026
-37.1%
LOSS
$500K+ calls · sweep
Apr 8, 2026
-26.3%
LOSS
$1M+ calls · block 1m
Apr 2, 2026
-26.5%
WIN
$500K+ puts · block
Apr 1, 2026
+44.6%
LOSS
$500K+ calls · block
Apr 1, 2026
-65.3%
DAILY FLOW BRIEF

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Methodology. Grade A = all 9 filters passed: $500K+ premium, 20x+ Vol/OI, aggressive fill, non-market-maker classification, opening position, single-leg, not deep ITM, not closing LEAP, regime-aware threshold. Exit rules are DTE-based: 0DTE +20%/-20%, 1-5 DTE +25%/-25%, 6-30 DTE +40%/-30%, 30+ DTE +30%/-30%. See the full track record methodology →.