C Gamma Squeeze, Pin & Wall Analysis

C Citigroup $126.44 +0.29% (updated 2026-05-12)

Today's OI Read — C

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

In Between Walls?

$140

DOM

$150

2ND

$126.44

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

Magnet Strength Details →

3.74× Very High (>2×)

Current OI 283,199

30d Avg OI 75,642

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

Put/Call Ratio

0.24

CALL HEAVY

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

Dominant Wall

$140

▲ Above spot

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

Distance to #1 Wall

$-13.56

-10.72%

Price is below the dominant wall — acts as resistance.

Wall Skew

+1.000

CALL HEAVY

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

Today's Top Setup — C

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

Unlock

🚀 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 $140 (dom strike) by +1d.

↔ CAGE

AUC 0.55 measured

Strength ██%

5d horizon

Target · Price stays between $140 – $150 through +5d.

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	$150 Resistance	56,000	0	56,000	0.00	82%
#1	$140 Resistance	68,711	0	68,711	0.00	100%
#4	$135 Resistance	22,916	1,147	24,063	0.05	35%
#3	$130 Resistance	26,331	10,807	37,138	0.41	54%
▶ $126.44
#5	$120 Support	12,478	8,457	20,935	0.68	30%

Dealer Magnet Strength

When total OI is elevated vs its 30-day rolling average, dealer hedging is heavier — walls act like magnets. Very High = stronger PIN / CAGE conviction. Near-normal = weaker structural hold.

Current Magnet Strength

Very High (>2×)

Low (<0.7×)

68.9%

238 days · 1d

Normal (0.7–1×)

67.6%

34 days · 1d

Elevated (1–1.5×)

72.2%

18 days · 1d

High (1.5–2×)

78.8%

33 days · 1d

Very High (>2×)

78.5%

80 days · 1d

Containment Rate by OI Magnitude Bucket

OI ratio = today's total OI ÷ 30-day rolling average. Does elevated OI predict price staying inside the dominant wall range?

OI Level	Days	1d	2d	5d	10d	20d
Low (<0.7×)	238	68.9%	61.3%	42.4%	29.6%	22.7%
Normal (0.7–1×)	34	67.6%	61.8%	50.0%	43.8%	15.6%
Elevated (1–1.5×)	18	72.2%	66.7%	44.4%	44.4%	33.3%
High (1.5–2×)	33	78.8%	66.7%	54.5%	51.5%	18.2%
Very High (>2×)	80	78.5%	67.9%	50.6%	46.8%	24.0%

SQUEEZE / PIN / CAGE Setup Backtest — C

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

↔ CAGE

Strength 75%

Magnet

Floor $128

Ceiling $130

Range 1.6%

✓ Hit

Win Criteria

Stay inside $128–$130 for 5 days

What Happened

$126.44

-1.23%

2026-05-04

↔ CAGE

Strength 55%

Magnet

Floor $130

Ceiling $135

Range 4.0%

✗ Miss

Win Criteria

Stay inside $130–$135 for 5 days

What Happened

$125.85

+0.18%

Broke up — max move 2.8% (need ≤2%)

2026-05-01

↔ CAGE

Strength 35%

Magnet

Floor $130

Ceiling $135

Range 3.9%

✓ Hit

Win Criteria

Stay inside $130–$135 for 5 days

What Happened

$125.55

-1.48%

2026-04-30

↔ CAGE

Strength 40%

Magnet

Floor $124

Ceiling $132

Range 6.3%

✓ Hit

Win Criteria

Stay inside $124–$132 for 5 days

What Happened

$129.09

+0.87%

2026-04-29

↔ CAGE

Strength 40%

Magnet

Floor $124

Ceiling $132

Range 6.3%

✓ Hit

Win Criteria

Stay inside $124–$132 for 5 days

What Happened

$127.60

-0.01%

2026-04-28

↔ CAGE

Strength 55%

Magnet

Floor $124

Ceiling $128

Range 3.1%

✓ Hit

Win Criteria

Stay inside $124–$128 for 5 days

What Happened

$128.01

-0.40%

2026-04-27

↔ CAGE

Strength 55%

Magnet

Floor $124

Ceiling $128

Range 3.1%

✓ Hit

Win Criteria

Stay inside $124–$128 for 5 days

What Happened

$125.63

-2.72%

2026-04-24

↔ CAGE

Strength 55%

Magnet

Floor $124

Ceiling $125

Range 0.8%

✓ Hit

Win Criteria

Stay inside $124–$125 for 5 days

What Happened

$127.44

-0.42%

2026-04-23

↔ CAGE

Strength 55%

Magnet

Floor $125

Ceiling $127

Range 1.6%

✓ Hit

Win Criteria

Stay inside $125–$127 for 5 days

What Happened

$127.98

-0.41%

2026-04-22

↔ CAGE

Strength 40%

Magnet

Floor $125

Ceiling $132

Range 5.4%

✓ Hit

Win Criteria

Stay inside $125–$132 for 5 days

What Happened

$127.61

-1.63%

2026-04-21

↔ CAGE

Strength 40%

Magnet

Floor $125

Ceiling $132

Range 5.3%

✗ Miss

Win Criteria

Stay inside $125–$132 for 5 days

What Happened

$128.53

-2.39%

Broke down — max move 2.8% (need ≤2%)

2026-04-20

↔ CAGE

Strength 40%

Magnet

Floor $125

Ceiling $132

Range 5.3%

✗ Miss

Win Criteria

Stay inside $125–$132 for 5 days

What Happened

$129.14

-2.94%

Broke down — max move 3.4% (need ≤2%)

2026-04-17

↔ CAGE

Strength 35%

Magnet

Floor $125

Ceiling $130

Range 3.8%

✓ Hit

Win Criteria

Stay inside $125–$130 for 5 days

What Happened

$127.98

-3.18%

2026-04-16

↔ CAGE

Strength 20%

Magnet

Floor $110

Ceiling $117

Range 5.4%

✗ Miss

Win Criteria

Stay inside $110–$117 for 5 days

What Happened

$128.51

-0.64%

Broke up — max move 2.9% (need ≤2%)

2026-04-15

↔ CAGE

Strength 20%

Magnet

Floor $110

Ceiling $117

Range 5.3%

✓ Hit

Win Criteria

Stay inside $110–$117 for 5 days

What Happened

$129.73

-1.49%

2026-04-14

↔ CAGE

Strength 20%

Magnet

Floor $110

Ceiling $117

Range 5.4%

✗ Miss

Win Criteria

Stay inside $110–$117 for 5 days

What Happened

$131.68

+1.62%

Broke up — max move 2.0% (need ≤2%)

2026-04-13

↔ CAGE

Strength 20%

Magnet

Floor $110

Ceiling $117

Range 5.5%

✗ Miss

Win Criteria

Stay inside $110–$117 for 5 days

What Happened

$133.05

+5.36%

Broke up — max move 4.3% (need ≤2%)

2026-04-10

↔ CAGE

Strength 20%

Magnet

Floor $110

Ceiling $117

Range 5.6%

✗ Miss

Win Criteria

Stay inside $110–$117 for 5 days

What Happened

$132.18

+6.26%

Broke up — max move 5.9% (need ≤2%)

2026-04-09

↔ CAGE

Strength 75%

Magnet

Floor $120

Ceiling $122

Range 1.6%

✗ Miss

Win Criteria

Stay inside $120–$122 for 5 days

What Happened

$129.34

+3.54%

Broke down — max move 3.7% (need ≤2%)

2026-04-08

↔ CAGE

Strength 20%

Magnet

Floor $115

Ceiling $122

Range 5.7%

✗ Miss

Win Criteria

Stay inside $115–$122 for 5 days

What Happened

$131.69

+6.64%

Broke up — max move 2.3% (need ≤2%)

2026-04-07

📌 PIN

Strength 50%

Magnet

Floor $98

Ceiling $115

Range 14.5%

✗ Miss

Win Criteria

Close within 0.5% of $115 by end of day

What Happened

$123.49

+5.43%

Closed 7.2% from wall (need ≤0.5%) — moved +5.4%

2026-04-06

📌 PIN

Strength 20%

Magnet

Floor $98

Ceiling $115

Range 14.5%

✗ Miss

Win Criteria

Close within 0.5% of $115 by end of day

What Happened

$117.13

-0.20%

Closed 1.8% from wall (need ≤0.5%) — moved -0.2%

2026-04-02

📌 PIN

Strength 5%

Magnet

Floor $95

Ceiling $107

Range 10.4%

✗ Miss

Win Criteria

Close within 0.5% of $95 by end of day

What Happened

$117.36

+1.83%

Closed 19.4% from wall (need ≤0.5%) — moved +1.8%

2026-04-01

📌 PIN

Strength 5%

Magnet

Floor $95

Ceiling $107

Range 10.4%

✗ Miss

Win Criteria

Close within 0.5% of $95 by end of day

What Happened

$115.25

-0.04%

Closed 17.6% from wall (need ≤0.5%) — moved -0.0%

2026-03-31

📌 PIN

Strength 5%

Magnet

Floor $95

Ceiling $107

Range 10.6%

✗ Miss

Win Criteria

Close within 0.5% of $95 by end of day

What Happened

$115.30

+1.67%

Closed 17.9% from wall (need ≤0.5%) — moved +1.7%

2026-03-30

📌 PIN

Strength 5%

Magnet

Floor $95

Ceiling $107

Range 11.2%

✗ Miss

Win Criteria

Close within 0.5% of $95 by end of day

What Happened

$113.41

+5.72%

Closed 17.2% from wall (need ≤0.5%) — moved +5.7%

2026-03-27

📌 PIN

Strength 15%

Magnet

Floor $95

Ceiling $120

Range 23.3%

✗ Miss

Win Criteria

Close within 0.5% of $95 by end of day

What Happened

$107.27

-0.10%

Closed 11.4% from wall (need ≤0.5%) — moved -0.1%

2026-03-26

📌 PIN

Strength 20%

Magnet

Floor $110

Ceiling $120

Range 8.9%

✗ Miss

Win Criteria

Close within 0.5% of $110 by end of day

What Happened

$107.38

-4.47%

Closed 2.3% from wall (need ≤0.5%) — moved -4.5%

2026-03-25

↔ CAGE

Strength 35%

Magnet

Floor $110

Ceiling $115

Range 4.4%

✗ Miss

Win Criteria

Stay inside $110–$115 for 5 days

What Happened

$115.30

+0.72%

Broke down — max move 6.3% (need ≤2%)

2026-03-24

↔ CAGE

Strength 35%

Magnet

Floor $110

Ceiling $115

Range 4.4%

✗ Miss

Win Criteria

Stay inside $110–$115 for 5 days

What Happened

$113.41

-0.29%

Broke up — max move 5.6% (need ≤2%)

2026-03-23

↔ CAGE

Strength 75%

Magnet

Floor $108

Ceiling $110

Range 1.8%

✗ Miss

Win Criteria

Stay inside $108–$110 for 5 days

What Happened

$107.27

-3.91%

Broke up — max move 2.5% (need ≤2%)

2026-03-20

📌 PIN

Strength 90%

Magnet

Floor $108

Ceiling $110

Range 1.8%

✗ Miss

Win Criteria

Close within 0.5% of $110 by end of day

What Happened

$111.64

+1.94%

Closed 1.5% from wall (need ≤0.5%) — moved +1.9%

2026-03-19

📌 PIN

Strength 75%

Magnet

Floor $110

Ceiling $115

Range 4.6%

✓ Hit

Win Criteria

Close within 0.5% of $110 by end of day

What Happened

$109.52

-0.30%

2026-03-18

📌 PIN

Strength 35%

Magnet

Floor $100

Ceiling $110

Range 9.2%

✓ Hit

Win Criteria

Close within 0.5% of $110 by end of day

What Happened

$109.85

+1.09%

2026-03-17

↔ CAGE

Strength 35%

Magnet

Floor $110

Ceiling $115

Range 4.6%

✓ Hit

Win Criteria

Stay inside $110–$115 for 5 days

What Happened

$113.74

+5.60%

2026-03-16

📌 PIN

Strength 5%

Magnet

Floor $100

Ceiling $110

Range 9.3%

✗ Miss

Win Criteria

Close within 0.5% of $110 by end of day

What Happened

$107.71

+0.34%

Closed 2.1% from wall (need ≤0.5%) — moved +0.3%

2026-03-13

📌 PIN

Strength 15%

Magnet

Floor $100

Ceiling $110

Range 9.5%

✗ Miss

Win Criteria

Close within 0.5% of $110 by end of day

What Happened

$107.35

+1.57%

Closed 2.5% from wall (need ≤0.5%) — moved +1.6%

2026-03-12

📌 PIN

Strength 15%

Magnet

Floor $95

Ceiling $114

Range 18.0%

✗ Miss

Win Criteria

Close within 0.5% of $95 by end of day

What Happened

$105.69

+0.18%

Closed 10.1% from wall (need ≤0.5%) — moved +0.2%

2026-03-11

📌 PIN

Strength 5%

Magnet

Floor $95

Ceiling $114

Range 17.4%

✗ Miss

Win Criteria

Close within 0.5% of $95 by end of day

What Happened

$105.50

-3.38%

Closed 9.6% from wall (need ≤0.5%) — moved -3.4%

2026-03-10

↔ CAGE

Strength 20%

Magnet

Floor $95

Ceiling $103

Range 7.3%

✗ Miss

Win Criteria

Stay inside $95–$103 for 5 days

What Happened

$107.71

-1.16%

Broke up — max move 3.2% (need ≤2%)

2026-03-09

↔ CAGE

Strength 35%

Magnet

Floor $95

Ceiling $100

Range 4.7%

✗ Miss

Win Criteria

Stay inside $95–$100 for 5 days

What Happened

$107.35

+0.71%

Broke up — max move 2.4% (need ≤2%)

2026-03-06

📌 PIN

Strength 15%

Magnet

Floor $100

Ceiling $117

Range 16.0%

✗ Miss

Win Criteria

Close within 0.5% of $100 by end of day

What Happened

$106.59

+0.06%

Closed 6.2% from wall (need ≤0.5%) — moved +0.1%

2026-03-05

↔ CAGE

Strength 20%

Magnet

Floor $100

Ceiling $107

Range 6.4%

✗ Miss

Win Criteria

Stay inside $100–$107 for 5 days

What Happened

$105.50

-3.17%

Broke down — max move 2.2% (need ≤2%)

2026-03-04

↔ CAGE

Strength 20%

Magnet

Floor $100

Ceiling $107

Range 6.3%

✗ Miss

Win Criteria

Stay inside $100–$107 for 5 days

What Happened

$109.19

-1.91%

Broke down — max move 4.3% (need ≤2%)

2026-03-03

↔ CAGE

Strength 20%

Magnet

Floor $100

Ceiling $107

Range 6.3%

✗ Miss

Win Criteria

Stay inside $100–$107 for 5 days

What Happened

$108.97

-1.62%

Broke up — max move 3.8% (need ≤2%)

2026-03-02

📌 PIN

Strength 5%

Magnet

Floor $100

Ceiling $110

Range 9.0%

✗ Miss

Win Criteria

Close within 0.5% of $100 by end of day

What Happened

$110.76

-0.62%

Closed 9.7% from wall (need ≤0.5%) — moved -0.6%

2026-02-27

📌 PIN

Strength 15%

Magnet

Floor $103

Ceiling $117

Range 12.7%

✗ Miss

Win Criteria

Close within 0.5% of $103 by end of day

What Happened

$111.45

+1.14%

Closed 7.7% from wall (need ≤0.5%) — moved +1.1%

2026-02-26

↔ CAGE

Strength 20%

Magnet

Floor $110

Ceiling $116

Range 5.2%

✗ Miss

Win Criteria

Stay inside $110–$116 for 5 days

What Happened

$108.95

-6.23%

Broke down — max move 5.2% (need ≤2%)

2026-02-25

↔ CAGE

Strength 75%

Magnet

Floor $110

Ceiling $111

Range 0.9%

✗ Miss

Win Criteria

Stay inside $110–$111 for 5 days

What Happened

$111.32

-2.64%

Broke up — max move 3.6% (need ≤2%)

2026-02-24

📌 PIN

Strength 80%

Magnet

Floor $110

Ceiling $111

Range 0.9%

✗ Miss

Win Criteria

Close within 0.5% of $110 by end of day

What Happened

$114.34

+4.36%

Closed 4.0% from wall (need ≤0.5%) — moved +4.4%