Preheat oven to 450F and line a baking sheet with parchment paper.
In a medium bowl combine lemon juice, olives, capers, olive oil, garlic and salt and pepper.
Lay out the cod, broccoli and red onion evenly onto the baking sheet. Drizzle the lemon-caper sauce over top. With a pair of tongs, gently toss the broccoli and red onion to evenly coat.
Top the cod fillets with lemon slices. Bake at 450F for 13-15 minutes, until the cod flakes easily with a fork. Garnish with fresh dill.