CAT Gamma Squeeze, Pin & Wall Analysis

CAT Caterpillar $912.14 +0.02% (updated 2026-05-12)

Today's OI Read — CAT

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

In Between Walls?

$780

DOM

$890

2ND

$912.14

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

Magnet Strength Details →

1.55× High (1.5–2×)

Current OI 22,417

30d Avg OI 14,436

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

Put/Call Ratio

0.72

CALL HEAVY

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

Dominant Wall

$780

▼ Below spot

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

Distance to #1 Wall

$+132.14

+14.49%

Price is above the dominant wall — acts as support.

Wall Skew

-0.562

PUT HEAVY

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

Today's Top Setup — CAT

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 $780 (dom strike) by +1d.

↔ CAGE

AUC 0.55 measured

Strength ██%

5d horizon

Target · Price stays between $780 – $890 through +5d.

No cage setup today — walls are 12.1% apart. Dealers only defend tight ranges (<8%).

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
▶ $912.14
#3	$900 Support	1,408	163	1,571	0.12	70%
#2	$890 Support	876	929	1,805	1.06	81%
#5	$850 Support	521	560	1,081	1.07	48%
#4	$800 Support	550	876	1,426	1.59	64%
#1	$780 Support	489	1,742	2,231	3.56	100%

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×)

70.4%

186 days · 1d

Normal (0.7–1×)

77.9%

77 days · 1d

Elevated (1–1.5×)

74.3%

35 days · 1d

High (1.5–2×)

88.9%

37 days · 1d

Very High (>2×)

82.1%

67 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×)	186	70.4%	62.4%	47.8%	27.2%	14.0%
Normal (0.7–1×)	77	77.9%	66.2%	50.0%	39.2%	28.2%
Elevated (1–1.5×)	35	74.3%	65.7%	58.8%	45.5%	51.5%
High (1.5–2×)	37	88.9%	77.1%	82.4%	58.8%	40.6%
Very High (>2×)	67	82.1%	80.6%	64.2%	59.7%	44.8%

SQUEEZE / PIN / CAGE Setup Backtest — CAT

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 20%

Magnet

Floor $830

Ceiling $900

Range 7.7%

✗ Miss

Win Criteria

Stay inside $830–$900 for 5 days

What Happened

$912.14

+0.83%

Broke up — max move 2.5% (need ≤2%)

2026-05-04

📌 PIN

Strength 30%

Magnet

Floor $830

Ceiling $900

Range 8.0%

✗ Miss

Win Criteria

Close within 0.5% of $830 by end of day

What Happened

$904.59

+3.41%

Closed 8.5% from wall (need ≤0.5%) — moved +3.4%

2026-05-01

↔ CAGE

Strength 75%

Magnet

Floor $880

Ceiling $900

Range 2.2%

✗ Miss

Win Criteria

Stay inside $880–$900 for 5 days

What Happened

$897.45

+0.87%

Broke down — max move 4.2% (need ≤2%)

2026-04-30

📌 PIN

Strength 10%

Magnet

Floor $770

Ceiling $900

Range 14.6%

✗ Miss

Win Criteria

Close within 0.5% of $770 by end of day

What Happened

$889.67

-0.05%

Closed 13.4% from wall (need ≤0.5%) — moved -0.0%

2026-04-29

📌 PIN

Strength 15%

Magnet

Floor $750

Ceiling $900

Range 18.5%

✗ Miss

Win Criteria

Close within 0.5% of $750 by end of day

What Happened

$890.11

+9.88%

Closed 17.3% from wall (need ≤0.5%) — moved +9.9%

2026-04-28

📌 PIN

Strength 15%

Magnet

Floor $750

Ceiling $900

Range 18.3%

✗ Miss

Win Criteria

Close within 0.5% of $900 by end of day

What Happened

$810.05

-0.96%

Closed 11.0% from wall (need ≤0.5%) — moved -1.0%

2026-04-27

↔ CAGE

Strength 55%

Magnet

Floor $750

Ceiling $770

Range 2.4%

✗ Miss

Win Criteria

Stay inside $750–$770 for 5 days

What Happened

$874.78

+5.55%

Broke down — max move 7.4% (need ≤2%)

2026-04-24

↔ CAGE

Strength 55%

Magnet

Floor $750

Ceiling $770

Range 2.4%

✗ Miss

Win Criteria

Stay inside $750–$770 for 5 days

What Happened

$889.67

+7.09%

Broke down — max move 2.5% (need ≤2%)

2026-04-23

↔ CAGE

Strength 75%

Magnet

Floor $790

Ceiling $800

Range 1.2%

✗ Miss

Win Criteria

Stay inside $790–$800 for 5 days

What Happened

$890.11

+6.57%

Broke down — max move 2.1% (need ≤2%)

2026-04-22

↔ CAGE

Strength 55%

Magnet

Floor $770

Ceiling $800

Range 3.7%

✗ Miss

Win Criteria

Stay inside $770–$800 for 5 days

What Happened

$810.05

+0.15%

Broke up — max move 3.3% (need ≤2%)

2026-04-21

↔ CAGE

Strength 55%

Magnet

Floor $770

Ceiling $800

Range 3.7%

✗ Miss

Win Criteria

Stay inside $770–$800 for 5 days

What Happened

$817.87

+2.18%

Broke up — max move 4.3% (need ≤2%)

2026-04-20

↔ CAGE

Strength 55%

Magnet

Floor $770

Ceiling $800

Range 3.8%

✗ Miss

Win Criteria

Stay inside $770–$800 for 5 days

What Happened

$828.79

+3.81%

Broke up — max move 4.6% (need ≤2%)

2026-04-17

📌 PIN

Strength 20%

Magnet

Floor $770

Ceiling $850

Range 10.1%

✗ Miss

Win Criteria

Close within 0.5% of $770 by end of day

What Happened

$798.40

+0.47%

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

2026-04-16

↔ CAGE

Strength 55%

Magnet

Floor $800

Ceiling $810

Range 1.3%

✗ Miss

Win Criteria

Stay inside $800–$810 for 5 days

What Happened

$835.24

+8.10%

Broke up — max move 3.6% (need ≤2%)

2026-04-15

↔ CAGE

Strength 55%

Magnet

Floor $810

Ceiling $820

Range 1.3%

✗ Miss

Win Criteria

Stay inside $810–$820 for 5 days

What Happened

$808.87

+5.02%

Broke up — max move 3.7% (need ≤2%)

2026-04-14

↔ CAGE

Strength 55%

Magnet

Floor $810

Ceiling $820

Range 1.3%

✗ Miss

Win Criteria

Stay inside $810–$820 for 5 days

What Happened

$800.45

+0.78%

Broke down — max move 3.0% (need ≤2%)

2026-04-13

↔ CAGE

Strength 20%

Magnet

Floor $810

Ceiling $850

Range 5.1%

✗ Miss

Win Criteria

Stay inside $810–$850 for 5 days

What Happened

$798.40

+0.84%

Broke up — max move 2.7% (need ≤2%)

2026-04-10

📌 PIN

Strength 5%

Magnet

Floor $700

Ceiling $810

Range 13.9%

✗ Miss

Win Criteria

Close within 0.5% of $810 by end of day

What Happened

$791.73

+0.14%

Closed 2.3% from wall (need ≤0.5%) — moved +0.1%

2026-04-09

↔ CAGE

Strength 55%

Magnet

Floor $750

Ceiling $760

Range 1.3%

✓ Hit

Win Criteria

Stay inside $750–$760 for 5 days

What Happened

$772.66

-1.83%

2026-04-08

↔ CAGE

Strength 55%

Magnet

Floor $750

Ceiling $760

Range 1.3%

✗ Miss

Win Criteria

Stay inside $750–$760 for 5 days

What Happened

$770.17

-0.18%

Broke up — max move 2.6% (need ≤2%)

2026-04-07

↔ CAGE

Strength 55%

Magnet

Floor $750

Ceiling $760

Range 1.4%

✗ Miss

Win Criteria

Stay inside $750–$760 for 5 days

What Happened

$794.25

+9.64%

Broke up — max move 9.1% (need ≤2%)

2026-04-06

↔ CAGE

Strength 55%

Magnet

Floor $750

Ceiling $760

Range 1.4%

✗ Miss

Win Criteria

Stay inside $750–$760 for 5 days

What Happened

$791.73

+9.77%

Broke up — max move 9.1% (need ≤2%)

2026-04-02

📌 PIN

Strength 10%

Magnet

Floor $625

Ceiling $750

Range 17.4%

✗ Miss

Win Criteria

Close within 0.5% of $625 by end of day

What Happened

$721.24

+0.56%

Closed 13.4% from wall (need ≤0.5%) — moved +0.6%

2026-04-01

📌 PIN

Strength 10%

Magnet

Floor $625

Ceiling $750

Range 17.1%

✗ Miss

Win Criteria

Close within 0.5% of $625 by end of day

What Happened

$717.22

-1.79%

Closed 12.6% from wall (need ≤0.5%) — moved -1.8%

2026-03-31

📌 PIN

Strength 5%

Magnet

Floor $625

Ceiling $750

Range 17.6%

✗ Miss

Win Criteria

Close within 0.5% of $625 by end of day

What Happened

$730.32

+3.09%

Closed 14.9% from wall (need ≤0.5%) — moved +3.1%

2026-03-30

📌 PIN

Strength 5%

Magnet

Floor $625

Ceiling $750

Range 18.7%

✗ Miss

Win Criteria

Close within 0.5% of $625 by end of day

What Happened

$708.46

+6.15%

Closed 12.5% from wall (need ≤0.5%) — moved +6.1%

2026-03-27

📌 PIN

Strength 5%

Magnet

Floor $625

Ceiling $700

Range 10.8%

✗ Miss

Win Criteria

Close within 0.5% of $625 by end of day

What Happened

$667.43

-4.02%

Closed 6.1% from wall (need ≤0.5%) — moved -4.0%

2026-03-26

📌 PIN

Strength 5%

Magnet

Floor $625

Ceiling $730

Range 14.9%

✗ Miss

Win Criteria

Close within 0.5% of $625 by end of day

What Happened

$695.40

-1.11%

Closed 10.0% from wall (need ≤0.5%) — moved -1.1%

2026-03-25

↔ CAGE

Strength 35%

Magnet

Floor $640

Ceiling $670

Range 4.2%

✗ Miss

Win Criteria

Stay inside $640–$670 for 5 days

What Happened

$730.32

+1.57%

Broke down — max move 7.2% (need ≤2%)

2026-03-24

↔ CAGE

Strength 35%

Magnet

Floor $640

Ceiling $670

Range 4.2%

✗ Miss

Win Criteria

Stay inside $640–$670 for 5 days

What Happened

$708.46

-1.14%

Broke up — max move 3.0% (need ≤2%)

2026-03-23

📌 PIN

Strength 5%

Magnet

Floor $640

Ceiling $720

Range 11.4%

✓ Hit

Win Criteria

Close within 0.5% of $720 by end of day

What Happened

$716.63

+2.13%

2026-03-20

↔ CAGE

Strength 35%

Magnet

Floor $720

Ceiling $745

Range 3.7%

✗ Miss

Win Criteria

Stay inside $720–$745 for 5 days

What Happened

$695.40

+2.13%

Broke up — max move 5.6% (need ≤2%)

2026-03-19

📌 PIN

Strength 40%

Magnet

Floor $600

Ceiling $700

Range 14.5%

✗ Miss

Win Criteria

Close within 0.5% of $700 by end of day

What Happened

$680.88

-1.13%

Closed 2.8% from wall (need ≤0.5%) — moved -1.1%

2026-03-18

📌 PIN

Strength 55%

Magnet

Floor $600

Ceiling $700

Range 14.4%

✗ Miss

Win Criteria

Close within 0.5% of $700 by end of day

What Happened

$688.65

-0.72%

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

2026-03-17

📌 PIN

Strength 75%

Magnet

Floor $680

Ceiling $700

Range 2.8%

✗ Miss

Win Criteria

Close within 0.5% of $700 by end of day

What Happened

$693.62

-1.19%

Closed 0.9% from wall (need ≤0.5%) — moved -1.2%

2026-03-16

↔ CAGE

Strength 20%

Magnet

Floor $652

Ceiling $700

Range 6.8%

✓ Hit

Win Criteria

Stay inside $652–$700 for 5 days

What Happened

$701.70

+0.27%

2026-03-13

📌 PIN

Strength 55%

Magnet

Floor $680

Ceiling $700

Range 2.9%

✓ Hit

Win Criteria

Close within 0.5% of $700 by end of day

What Happened

$699.78

+0.83%

2026-03-12

↔ CAGE

Strength 75%

Magnet

Floor $755

Ceiling $760

Range 0.7%

✓ Hit

Win Criteria

Stay inside $755–$760 for 5 days

What Happened

$688.65

-1.72%

2026-03-11

↔ CAGE

Strength 55%

Magnet

Floor $760

Ceiling $780

Range 2.8%

✓ Hit

Win Criteria

Stay inside $760–$780 for 5 days

What Happened

$693.62

-1.97%

2026-03-10

📌 PIN

Strength 15%

Magnet

Floor $680

Ceiling $760

Range 11.2%

✗ Miss

Win Criteria

Close within 0.5% of $760 by end of day

What Happened

$707.59

-1.27%

Closed 7.3% from wall (need ≤0.5%) — moved -1.3%

2026-03-09

📌 PIN

Strength 5%

Magnet

Floor $680

Ceiling $760

Range 11.4%

✗ Miss

Win Criteria

Close within 0.5% of $760 by end of day

What Happened

$716.68

+1.68%

Closed 6.1% from wall (need ≤0.5%) — moved +1.7%

2026-03-06

↔ CAGE

Strength 20%

Magnet

Floor $658

Ceiling $700

Range 6.2%

✗ Miss

Win Criteria

Stay inside $658–$700 for 5 days

What Happened

$693.99

+1.92%

Broke up — max move 5.3% (need ≤2%)

2026-03-05

↔ CAGE

Strength 75%

Magnet

Floor $745

Ceiling $760

Range 2.1%

✗ Miss

Win Criteria

Stay inside $745–$760 for 5 days

What Happened

$700.69

-0.76%

Broke down — max move 3.6% (need ≤2%)

2026-03-04

↔ CAGE

Strength 75%

Magnet

Floor $740

Ceiling $745

Range 0.7%

✗ Miss

Win Criteria

Stay inside $740–$745 for 5 days

What Happened

$707.59

-3.33%

Broke down — max move 7.0% (need ≤2%)

2026-03-03

📌 PIN

Strength 75%

Magnet

Floor $720

Ceiling $760

Range 5.5%

✗ Miss

Win Criteria

Close within 0.5% of $720 by end of day

What Happened

$731.97

+1.36%

Closed 1.7% from wall (need ≤0.5%) — moved +1.4%

2026-03-02

📌 PIN

Strength 65%

Magnet

Floor $745

Ceiling $760

Range 2.0%

✗ Miss

Win Criteria

Close within 0.5% of $745 by end of day

What Happened

$722.18

-4.01%

Closed 3.0% from wall (need ≤0.5%) — moved -4.0%

2026-02-27

↔ CAGE

Strength 55%

Magnet

Floor $745

Ceiling $760

Range 2.0%

✗ Miss

Win Criteria

Stay inside $745–$760 for 5 days

What Happened

$680.90

-8.34%

Broke up — max move 2.8% (need ≤2%)

2026-02-26

↔ CAGE

Strength 35%

Magnet

Floor $720

Ceiling $750

Range 4.0%

✗ Miss

Win Criteria

Stay inside $720–$750 for 5 days

What Happened

$706.08

-6.22%

Broke down — max move 4.1% (need ≤2%)

2026-02-25

↔ CAGE

Strength 55%

Magnet

Floor $720

Ceiling $750

Range 3.9%

✗ Miss

Win Criteria

Stay inside $720–$750 for 5 days

What Happened

$731.97

-4.52%

Broke down — max move 3.1% (need ≤2%)

2026-02-24

↔ CAGE

Strength 55%

Magnet

Floor $720

Ceiling $750

Range 3.9%

✗ Miss

Win Criteria

Stay inside $720–$750 for 5 days

What Happened

$722.18

-5.99%

Broke down — max move 3.3% (need ≤2%)