COST Gamma Squeeze, Pin & Wall Analysis

COST Costco $954.27 +1.28% (updated 2026-06-02)

Today's OI Read — COST

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

In Between Walls?

YES

$800

DOM

$1000

2ND

$954.27

Sandwiched between dominant walls — dealer hedging on both sides creates structural pinning.

Magnet Strength Details →

1.54× High (1.5–2×)

Current OI 37,325

30d Avg OI 24,283

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

Put/Call Ratio

1.34

PUT HEAVY

Above 1.2 — more put OI than calls. Hedging demand elevated; market participants are positioned defensively.

Dominant Wall

$800

▼ Below spot

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

Distance to #1 Wall

$+154.27

+16.17%

Price is above the dominant wall — acts as support.

Wall Skew

-0.995

PUT HEAVY

Put-heavy at the dominant wall — put sellers defend this level. Acts as structural support/magnet.

Today's Top Setup — COST

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 $800 (dom strike) by +1d.

↔ CAGE

AUC 0.55 measured

Strength ██%

5d horizon

Target · Price stays between $800 – $1000 through +5d.

No cage setup today — walls are 21.0% apart. Dealers only defend tight ranges (<8%).

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
#2	$1000 Resistance	1,848	196	2,044	0.11	67%
#4	$970 Resistance	1,174	245	1,419	0.21	46%
▶ $954.27
#3	$950 Support	639	1,315	1,954	2.06	64%
#1	$800 Support	7	3,059	3,066	437.00	100%
#5	$790 Support	0	1,317	1,317	—	43%

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

High (1.5–2×)

Low (<0.7×)

82.8%

134 days · 1d

Normal (0.7–1×)

87.7%

130 days · 1d

Elevated (1–1.5×)

85.5%

55 days · 1d

High (1.5–2×)

90.3%

63 days · 1d

Very High (>2×)

100.0%

34 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×)	134	82.8%	74.6%	59.4%	52.3%	35.6%
Normal (0.7–1×)	130	87.7%	76.9%	55.8%	57.0%	45.6%
Elevated (1–1.5×)	55	85.5%	68.5%	67.9%	46.0%	41.7%
High (1.5–2×)	63	90.3%	88.7%	79.0%	61.3%	57.6%
Very High (>2×)	34	100.0%	97.1%	88.2%	88.2%	53.1%

SQUEEZE / PIN / CAGE Setup Backtest — COST

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 75%

Magnet

Floor $1000

Ceiling $1070

Range 7.0%

✓ Hit

Win Criteria

Close within 0.5% of $1000 by end of day

What Happened

$1003.69

+0.08%

2026-05-22

↔ CAGE

Strength 55%

Magnet

Floor $1050

Ceiling $1070

Range 1.9%

✗ Miss

Win Criteria

Stay inside $1050–$1070 for 5 days

What Happened

$946.11

-7.99%

Broke down — max move 3.2% (need ≤2%)

2026-05-21

↔ CAGE

Strength 75%

Magnet

Floor $1100

Ceiling $1110

Range 1.0%

✗ Miss

Win Criteria

Stay inside $1100–$1110 for 5 days

What Happened

$956.32

-8.96%

Broke down — max move 4.5% (need ≤2%)

2026-05-20

↔ CAGE

Strength 75%

Magnet

Floor $1100

Ceiling $1110

Range 0.9%

✗ Miss

Win Criteria

Stay inside $1100–$1110 for 5 days

What Happened

$995.20

-7.34%

Broke down — max move 6.6% (need ≤2%)

2026-05-19

📌 PIN

Strength 55%

Magnet

Floor $1100

Ceiling $1110

Range 0.9%

✗ Miss

Win Criteria

Close within 0.5% of $1100 by end of day

What Happened

$1074.01

-1.86%

Closed 2.4% from wall (need ≤0.5%) — moved -1.9%

2026-05-18

↔ CAGE

Strength 75%

Magnet

Floor $1100

Ceiling $1110

Range 0.9%

✗ Miss

Win Criteria

Stay inside $1100–$1110 for 5 days

What Happened

$1002.93

-6.83%

Broke up — max move 2.4% (need ≤2%)

2026-05-15

↔ CAGE

Strength 75%

Magnet

Floor $1100

Ceiling $1110

Range 1.0%

✗ Miss

Win Criteria

Stay inside $1100–$1110 for 5 days

What Happened

$1028.24

-1.97%

Broke up — max move 4.3% (need ≤2%)

2026-05-14

↔ CAGE

Strength 55%

Magnet

Floor $1100

Ceiling $1120

Range 1.9%

✗ Miss

Win Criteria

Stay inside $1100–$1120 for 5 days

What Happened

$1050.45

+0.88%

Broke up — max move 5.1% (need ≤2%)

2026-05-13

↔ CAGE

Strength 55%

Magnet

Floor $1100

Ceiling $1120

Range 1.9%

✗ Miss

Win Criteria

Stay inside $1100–$1120 for 5 days

What Happened

$1074.01

+3.96%

Broke up — max move 4.2% (need ≤2%)

2026-05-12

↔ CAGE

Strength 55%

Magnet

Floor $1100

Ceiling $1120

Range 2.0%

✗ Miss

Win Criteria

Stay inside $1100–$1120 for 5 days

What Happened

$1094.32

+7.09%

Broke up — max move 2.6% (need ≤2%)

2026-05-11

↔ CAGE

Strength 55%

Magnet

Floor $1100

Ceiling $1120

Range 2.0%

✗ Miss

Win Criteria

Stay inside $1100–$1120 for 5 days

What Happened

$1076.47

+7.70%

Broke up — max move 4.2% (need ≤2%)

2026-05-08

↔ CAGE

Strength 35%

Magnet

Floor $1100

Ceiling $1120

Range 2.0%

✗ Miss

Win Criteria

Stay inside $1100–$1120 for 5 days

What Happened

$1048.95

+3.98%

Broke down — max move 2.4% (need ≤2%)

2026-05-07

↔ CAGE

Strength 55%

Magnet

Floor $1050

Ceiling $1070

Range 2.0%

✓ Hit

Win Criteria

Stay inside $1050–$1070 for 5 days

What Happened

$1041.25

+2.88%

2026-05-06

↔ CAGE

Strength 55%

Magnet

Floor $1050

Ceiling $1070

Range 2.0%

✓ Hit

Win Criteria

Stay inside $1050–$1070 for 5 days

What Happened

$1033.08

+3.75%

2026-05-05

↔ CAGE

Strength 55%

Magnet

Floor $1050

Ceiling $1070

Range 2.0%

✗ Miss

Win Criteria

Stay inside $1050–$1070 for 5 days

What Happened

$1021.88

+0.54%

Broke down — max move 2.0% (need ≤2%)

2026-05-04

↔ CAGE

Strength 55%

Magnet

Floor $1050

Ceiling $1070

Range 2.0%

✓ Hit

Win Criteria

Stay inside $1050–$1070 for 5 days

What Happened

$999.47

-1.32%

2026-05-01

📌 PIN

Strength 15%

Magnet

Floor $925

Ceiling $1070

Range 14.3%

✗ Miss

Win Criteria

Close within 0.5% of $1070 by end of day

What Happened

$1012.79

+0.11%

Closed 5.7% from wall (need ≤0.5%) — moved +0.1%

2026-04-30

📌 PIN

Strength 20%

Magnet

Floor $960

Ceiling $1050

Range 8.9%

✗ Miss

Win Criteria

Close within 0.5% of $1050 by end of day

What Happened

$1011.70

-0.28%

Closed 3.8% from wall (need ≤0.5%) — moved -0.3%

2026-04-29

📌 PIN

Strength 30%

Magnet

Floor $960

Ceiling $1050

Range 9.0%

✗ Miss

Win Criteria

Close within 0.5% of $1050 by end of day

What Happened

$1014.53

+1.59%

Closed 3.6% from wall (need ≤0.5%) — moved +1.6%

2026-04-28

📌 PIN

Strength 30%

Magnet

Floor $960

Ceiling $1050

Range 9.1%

✗ Miss

Win Criteria

Close within 0.5% of $1050 by end of day

What Happened

$998.67

+0.47%

Closed 5.2% from wall (need ≤0.5%) — moved +0.5%

2026-04-27

↔ CAGE

Strength 75%

Magnet

Floor $960

Ceiling $965

Range 0.5%

✓ Hit

Win Criteria

Stay inside $960–$965 for 5 days

What Happened

$1012.79

+1.48%

2026-04-24

📌 PIN

Strength 65%

Magnet

Floor $1000

Ceiling $1020

Range 2.0%

✗ Miss

Win Criteria

Close within 0.5% of $1020 by end of day

What Happened

$998.01

-1.30%

Closed 2.2% from wall (need ≤0.5%) — moved -1.3%

2026-04-23

↔ CAGE

Strength 55%

Magnet

Floor $1030

Ceiling $1050

Range 2.0%

✗ Miss

Win Criteria

Stay inside $1030–$1050 for 5 days

What Happened

$1014.53

+0.01%

Broke down — max move 2.0% (need ≤2%)

2026-04-22

↔ CAGE

Strength 55%

Magnet

Floor $1030

Ceiling $1050

Range 2.0%

✓ Hit

Win Criteria

Stay inside $1030–$1050 for 5 days

What Happened

$998.67

-0.50%

2026-04-21

↔ CAGE

Strength 55%

Magnet

Floor $1030

Ceiling $1050

Range 2.0%

✓ Hit

Win Criteria

Stay inside $1030–$1050 for 5 days

What Happened

$994.00

-1.17%

2026-04-20

↔ CAGE

Strength 35%

Magnet

Floor $1030

Ceiling $1050

Range 2.0%

✓ Hit

Win Criteria

Stay inside $1030–$1050 for 5 days

What Happened

$998.01

+0.02%

2026-04-17

📌 PIN

Strength 90%

Magnet

Floor $950

Ceiling $1000

Range 5.0%

✓ Hit

Win Criteria

Close within 0.5% of $1000 by end of day

What Happened

$997.84

-0.21%

2026-04-16

📌 PIN

Strength 20%

Magnet

Floor $965

Ceiling $1065

Range 10.1%

✗ Miss

Win Criteria

Close within 0.5% of $965 by end of day

What Happened

$999.89

+1.28%

Closed 3.5% from wall (need ≤0.5%) — moved +1.3%

2026-04-15

📌 PIN

Strength 10%

Magnet

Floor $965

Ceiling $1065

Range 10.2%

✗ Miss

Win Criteria

Close within 0.5% of $1065 by end of day

What Happened

$987.21

+0.25%

Closed 7.9% from wall (need ≤0.5%) — moved +0.2%

2026-04-14

📌 PIN

Strength 10%

Magnet

Floor $965

Ceiling $1065

Range 10.3%

✗ Miss

Win Criteria

Close within 0.5% of $1065 by end of day

What Happened

$984.75

+1.02%

Closed 8.2% from wall (need ≤0.5%) — moved +1.0%

2026-04-13

↔ CAGE

Strength 35%

Magnet

Floor $1040

Ceiling $1065

Range 2.5%

✓ Hit

Win Criteria

Stay inside $1040–$1065 for 5 days

What Happened

$997.84

+1.73%

2026-04-10

↔ CAGE

Strength 35%

Magnet

Floor $1040

Ceiling $1065

Range 2.5%

✗ Miss

Win Criteria

Stay inside $1040–$1065 for 5 days

What Happened

$999.89

+0.14%

Broke down — max move 2.4% (need ≤2%)

2026-04-09

📌 PIN

Strength 60%

Magnet

Floor $1010

Ceiling $1050

Range 3.9%

✗ Miss

Win Criteria

Close within 0.5% of $1050 by end of day

What Happened

$998.47

-3.25%

Closed 5.0% from wall (need ≤0.5%) — moved -3.3%

2026-04-08

📌 PIN

Strength 45%

Magnet

Floor $1010

Ceiling $1050

Range 3.9%

✗ Miss

Win Criteria

Close within 0.5% of $1050 by end of day

What Happened

$1032.03

+0.17%

Closed 1.7% from wall (need ≤0.5%) — moved +0.2%

2026-04-07

📌 PIN

Strength 90%

Magnet

Floor $1010

Ceiling $1050

Range 3.9%

✗ Miss

Win Criteria

Close within 0.5% of $1010 by end of day

What Happened

$1030.27

+1.68%

Closed 2.0% from wall (need ≤0.5%) — moved +1.7%

2026-04-06

📌 PIN

Strength 20%

Magnet

Floor $950

Ceiling $1050

Range 9.8%

✗ Miss

Win Criteria

Close within 0.5% of $950 by end of day

What Happened

$1013.21

-0.52%

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

2026-04-02

↔ CAGE

Strength 75%

Magnet

Floor $1025

Ceiling $1030

Range 0.5%

✓ Hit

Win Criteria

Stay inside $1025–$1030 for 5 days

What Happened

$998.47

-1.62%

2026-04-01

↔ CAGE

Strength 75%

Magnet

Floor $1025

Ceiling $1030

Range 0.5%

✗ Miss

Win Criteria

Stay inside $1025–$1030 for 5 days

What Happened

$1032.03

+3.56%

Broke up — max move 2.2% (need ≤2%)

2026-03-31

↔ CAGE

Strength 55%

Magnet

Floor $1025

Ceiling $1030

Range 0.5%

✗ Miss

Win Criteria

Stay inside $1025–$1030 for 5 days

What Happened

$1030.27

+3.40%

Broke up — max move 2.2% (need ≤2%)

2026-03-30

↔ CAGE

Strength 55%

Magnet

Floor $955

Ceiling $1000

Range 4.5%

✓ Hit

Win Criteria

Stay inside $955–$1000 for 5 days

What Happened

$1013.21

+1.67%

2026-03-27

📌 PIN

Strength 30%

Magnet

Floor $930

Ceiling $1070

Range 14.2%

✗ Miss

Win Criteria

Close within 0.5% of $1070 by end of day

What Happened

$996.58

+1.29%

Closed 7.5% from wall (need ≤0.5%) — moved +1.3%

2026-03-26

↔ CAGE

Strength 20%

Magnet

Floor $940

Ceiling $1000

Range 6.1%

✓ Hit

Win Criteria

Stay inside $940–$1000 for 5 days

What Happened

$1014.96

+3.60%

2026-03-25

↔ CAGE

Strength 20%

Magnet

Floor $940

Ceiling $1000

Range 6.2%

✗ Miss

Win Criteria

Stay inside $940–$1000 for 5 days

What Happened

$996.56

+2.23%

Broke up — max move 2.2% (need ≤2%)

2026-03-24

↔ CAGE

Strength 20%

Magnet

Floor $940

Ceiling $1000

Range 6.2%

✓ Hit

Win Criteria

Stay inside $940–$1000 for 5 days

What Happened

$996.43

+2.32%

2026-03-23

↔ CAGE

Strength 35%

Magnet

Floor $920

Ceiling $940

Range 2.1%

✓ Hit

Win Criteria

Stay inside $920–$940 for 5 days

What Happened

$996.58

+3.19%

2026-03-20

↔ CAGE

Strength 75%

Magnet

Floor $940

Ceiling $950

Range 1.0%

✓ Hit

Win Criteria

Stay inside $940–$950 for 5 days

What Happened

$983.86

+1.19%

2026-03-19

↔ CAGE

Strength 40%

Magnet

Floor $940

Ceiling $1000

Range 6.2%

✓ Hit

Win Criteria

Stay inside $940–$1000 for 5 days

What Happened

$979.65

+0.50%

2026-03-18

↔ CAGE

Strength 40%

Magnet

Floor $940

Ceiling $1000

Range 6.1%

✓ Hit

Win Criteria

Stay inside $940–$1000 for 5 days

What Happened

$974.86

-0.52%

2026-03-17

↔ CAGE

Strength 75%

Magnet

Floor $940

Ceiling $950

Range 1.0%

✗ Miss

Win Criteria

Stay inside $940–$950 for 5 days

What Happened

$973.82

-2.24%

Broke down — max move 2.4% (need ≤2%)

2026-03-16

↔ CAGE

Strength 55%

Magnet

Floor $940

Ceiling $950

Range 1.0%

✗ Miss

Win Criteria

Stay inside $940–$950 for 5 days

What Happened

$965.73

-3.59%

Broke down — max move 2.7% (need ≤2%)