PEP Gamma Squeeze, Pin & Wall Analysis

PEP PepsiCo $142.00 +0.32% (updated 2026-06-02)

Today's OI Read — PEP

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

In Between Walls?

$142

DOM

$145

2ND

$142.00

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

Magnet Strength Details →

0.98× Normal (0.7–1×)

Current OI 14,480

30d Avg OI 14,700

Near or below average — wall levels carry typical structural weight.

Put/Call Ratio

2.23

PUT HEAVY

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

Dominant Wall

$142

▲ Above spot

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

Distance to #1 Wall

$+0.00

+0.00%

Price is below the dominant wall — acts as resistance.

Wall Skew

-0.948

PUT HEAVY

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

Today's Top Setup — PEP

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 $142 (dom strike) by +1d.

↔ CAGE

AUC 0.55 measured

Strength ██%

5d horizon

Target · Price stays between $142 – $145 through +5d.

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
#5	$155 Resistance	765	63	828	0.08	32%
#3	$150 Resistance	908	669	1,577	0.74	61%
#2	$145 Resistance	487	1,489	1,976	3.06	76%
#4	$143 Resistance	212	1,051	1,263	4.96	49%
#1	$142 Resistance	67	2,517	2,584	37.57	100%
▶ $142.00

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

Normal (0.7–1×)

Low (<0.7×)

73.7%

228 days · 1d

Normal (0.7–1×)

84.6%

53 days · 1d

Elevated (1–1.5×)

78.8%

33 days · 1d

High (1.5–2×)

83.3%

36 days · 1d

Very High (>2×)

89.4%

66 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×)	228	73.7%	66.2%	53.3%	42.8%	30.9%
Normal (0.7–1×)	53	84.6%	74.5%	52.9%	38.8%	20.4%
Elevated (1–1.5×)	33	78.8%	78.8%	51.5%	42.4%	40.6%
High (1.5–2×)	36	83.3%	77.8%	69.4%	61.1%	65.6%
Very High (>2×)	66	89.4%	83.3%	66.7%	57.6%	56.1%

SQUEEZE / PIN / CAGE Setup Backtest — PEP

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

↔ CAGE

Strength 35%

Magnet

Floor $150

Ceiling $155

Range 3.4%

✓ Hit

Win Criteria

Stay inside $150–$155 for 5 days

What Happened

$142.00

-2.53%

2026-05-22

📌 PIN

Strength 75%

Magnet

Floor $150

Ceiling $165

Range 10.0%

✗ Miss

Win Criteria

Close within 0.5% of $150 by end of day

What Happened

$145.68

-3.25%

Closed 2.9% from wall (need ≤0.5%) — moved -3.2%

2026-05-21

↔ CAGE

Strength 20%

Magnet

Floor $150

Ceiling $160

Range 6.7%

✗ Miss

Win Criteria

Stay inside $150–$160 for 5 days

What Happened

$144.19

-3.13%

Broke up — max move 2.1% (need ≤2%)

2026-05-20

↔ CAGE

Strength 20%

Magnet

Floor $150

Ceiling $160

Range 6.7%

✗ Miss

Win Criteria

Stay inside $150–$160 for 5 days

What Happened

$146.29

-2.01%

Broke down — max move 2.4% (need ≤2%)

2026-05-19

📌 PIN

Strength 75%

Magnet

Floor $150

Ceiling $152

Range 1.7%

✓ Hit

Win Criteria

Close within 0.5% of $150 by end of day

What Happened

$149.29

-0.72%

2026-05-18

📌 PIN

Strength 55%

Magnet

Floor $150

Ceiling $155

Range 3.4%

✓ Hit

Win Criteria

Close within 0.5% of $150 by end of day

What Happened

$150.37

+0.88%

2026-05-15

↔ CAGE

Strength 55%

Magnet

Floor $150

Ceiling $155

Range 3.4%

✓ Hit

Win Criteria

Stay inside $150–$155 for 5 days

What Happened

$150.57

+0.97%

2026-05-14

📌 PIN

Strength 15%

Magnet

Floor $140

Ceiling $155

Range 10.1%

✗ Miss

Win Criteria

Close within 0.5% of $155 by end of day

What Happened

$149.12

+0.30%

Closed 4.0% from wall (need ≤0.5%) — moved +0.3%

2026-05-13

📌 PIN

Strength 20%

Magnet

Floor $140

Ceiling $155

Range 10.0%

✗ Miss

Win Criteria

Close within 0.5% of $155 by end of day

What Happened

$148.67

-0.40%

Closed 4.2% from wall (need ≤0.5%) — moved -0.4%

2026-05-12

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.3%

✗ Miss

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$150.37

-0.97%

Broke down — max move 2.1% (need ≤2%)

2026-05-11

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.3%

✓ Hit

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$149.06

-0.23%

2026-05-08

📌 PIN

Strength 75%

Magnet

Floor $155

Ceiling $170

Range 9.7%

✗ Miss

Win Criteria

Close within 0.5% of $155 by end of day

What Happened

$149.41

-3.37%

Closed 3.6% from wall (need ≤0.5%) — moved -3.4%

2026-05-07

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✗ Miss

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$148.67

-4.88%

Broke down — max move 4.4% (need ≤2%)

2026-05-06

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✗ Miss

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$149.27

-4.29%

Broke up — max move 4.2% (need ≤2%)

2026-05-05

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✓ Hit

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$151.85

-2.06%

2026-05-04

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✓ Hit

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$149.41

-3.35%

2026-05-01

📌 PIN

Strength 60%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✗ Miss

Win Criteria

Close within 0.5% of $160 by end of day

What Happened

$154.59

-1.79%

Closed 3.4% from wall (need ≤0.5%) — moved -1.8%

2026-04-30

📌 PIN

Strength 65%

Magnet

Floor $158

Ceiling $160

Range 1.6%

✗ Miss

Win Criteria

Close within 0.5% of $160 by end of day

What Happened

$157.41

-0.68%

Closed 1.6% from wall (need ≤0.5%) — moved -0.7%

2026-04-29

↔ CAGE

Strength 55%

Magnet

Floor $158

Ceiling $160

Range 1.6%

✗ Miss

Win Criteria

Stay inside $158–$160 for 5 days

What Happened

$155.96

+0.43%

Broke up — max move 2.1% (need ≤2%)

2026-04-28

↔ CAGE

Strength 20%

Magnet

Floor $149

Ceiling $160

Range 7.0%

✓ Hit

Win Criteria

Stay inside $149–$160 for 5 days

What Happened

$155.04

-0.80%

2026-04-27

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✗ Miss

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$154.59

+0.32%

Broke up — max move 2.8% (need ≤2%)

2026-04-24

↔ CAGE

Strength 55%

Magnet

Floor $158

Ceiling $160

Range 1.6%

✓ Hit

Win Criteria

Stay inside $158–$160 for 5 days

What Happened

$157.41

+1.27%

2026-04-23

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✓ Hit

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$158.49

+1.79%

2026-04-22

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✓ Hit

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$155.29

+0.98%

2026-04-21

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✓ Hit

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$156.29

+0.88%

2026-04-20

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✗ Miss

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$154.10

-1.84%

Broke down — max move 2.0% (need ≤2%)

2026-04-17

📌 PIN

Strength 45%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✗ Miss

Win Criteria

Close within 0.5% of $155 by end of day

What Happened

$156.99

-0.43%

Closed 1.3% from wall (need ≤0.5%) — moved -0.4%

2026-04-16

📌 PIN

Strength 35%

Magnet

Floor $150

Ceiling $160

Range 6.3%

✗ Miss

Win Criteria

Close within 0.5% of $160 by end of day

What Happened

$157.67

-0.45%

Closed 1.5% from wall (need ≤0.5%) — moved -0.4%

2026-04-15

↔ CAGE

Strength 20%

Magnet

Floor $150

Ceiling $160

Range 6.5%

✗ Miss

Win Criteria

Stay inside $150–$160 for 5 days

What Happened

$153.79

-0.68%

Broke up — max move 2.3% (need ≤2%)

2026-04-14

↔ CAGE

Strength 20%

Magnet

Floor $150

Ceiling $160

Range 6.4%

✓ Hit

Win Criteria

Stay inside $150–$160 for 5 days

What Happened

$154.92

-0.51%

2026-04-13

↔ CAGE

Strength 20%

Magnet

Floor $150

Ceiling $160

Range 6.4%

✓ Hit

Win Criteria

Stay inside $150–$160 for 5 days

What Happened

$156.99

+0.71%

2026-04-10

📌 PIN

Strength 35%

Magnet

Floor $150

Ceiling $160

Range 6.4%

✗ Miss

Win Criteria

Close within 0.5% of $160 by end of day

What Happened

$155.88

-0.75%

Closed 2.6% from wall (need ≤0.5%) — moved -0.8%

2026-04-09

📌 PIN

Strength 35%

Magnet

Floor $150

Ceiling $160

Range 6.3%

✗ Miss

Win Criteria

Close within 0.5% of $160 by end of day

What Happened

$157.06

-0.27%

Closed 1.9% from wall (need ≤0.5%) — moved -0.3%

2026-04-08

↔ CAGE

Strength 20%

Magnet

Floor $150

Ceiling $160

Range 6.5%

✓ Hit

Win Criteria

Stay inside $150–$160 for 5 days

What Happened

$154.85

+0.03%

2026-04-07

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.3%

✗ Miss

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$155.72

+1.64%

Broke up — max move 2.8% (need ≤2%)

2026-04-06

↔ CAGE

Strength 35%

Magnet

Floor $155

Ceiling $160

Range 3.2%

✗ Miss

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$155.88

-0.54%

Broke down — max move 2.2% (need ≤2%)

2026-04-02

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✗ Miss

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$157.06

+0.03%

Broke down — max move 2.4% (need ≤2%)

2026-04-01

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✓ Hit

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$157.49

+1.84%

2026-03-31

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✓ Hit

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$154.80

-0.32%

2026-03-30

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✓ Hit

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$153.21

-2.30%

2026-03-27

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.6%

✗ Miss

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$156.73

+2.41%

Broke up — max move 2.5% (need ≤2%)

2026-03-26

↔ CAGE

Strength 55%

Magnet

Floor $160

Ceiling $162

Range 1.7%

✗ Miss

Win Criteria

Stay inside $160–$162 for 5 days

What Happened

$157.01

+4.10%

Broke up — max move 4.0% (need ≤2%)

2026-03-25

↔ CAGE

Strength 55%

Magnet

Floor $155

Ceiling $160

Range 3.3%

✗ Miss

Win Criteria

Stay inside $155–$160 for 5 days

What Happened

$154.65

+1.92%

Broke down — max move 3.4% (need ≤2%)

2026-03-24

↔ CAGE

Strength 55%

Magnet

Floor $152

Ceiling $160

Range 5.0%

✓ Hit

Win Criteria

Stay inside $152–$160 for 5 days

What Happened

$155.29

+3.12%

2026-03-23

↔ CAGE

Strength 55%

Magnet

Floor $152

Ceiling $160

Range 5.0%

✓ Hit

Win Criteria

Stay inside $152–$160 for 5 days

What Happened

$156.82

+3.94%

2026-03-20

↔ CAGE

Strength 35%

Magnet

Floor $152

Ceiling $160

Range 5.0%

✓ Hit

Win Criteria

Stay inside $152–$160 for 5 days

What Happened

$153.04

+2.00%

2026-03-19

↔ CAGE

Strength 40%

Magnet

Floor $165

Ceiling $175

Range 6.5%

✓ Hit

Win Criteria

Stay inside $165–$175 for 5 days

What Happened

$150.83

-1.25%

2026-03-18

↔ CAGE

Strength 40%

Magnet

Floor $165

Ceiling $175

Range 6.5%

✗ Miss

Win Criteria

Stay inside $165–$175 for 5 days

What Happened

$151.73

-1.18%

Broke down — max move 2.3% (need ≤2%)

2026-03-17

↔ CAGE

Strength 40%

Magnet

Floor $165

Ceiling $175

Range 6.4%

✗ Miss

Win Criteria

Stay inside $165–$175 for 5 days

What Happened

$150.59

-3.78%

Broke down — max move 4.1% (need ≤2%)

2026-03-16

↔ CAGE

Strength 40%

Magnet

Floor $165

Ceiling $175

Range 6.3%

✗ Miss

Win Criteria

Stay inside $165–$175 for 5 days

What Happened

$150.88

-4.34%

Broke down — max move 3.2% (need ≤2%)