COF Gamma Squeeze, Pin & Wall Analysis

COF Capital One $183.84 +0.26% (updated 2026-06-02)

Today's OI Read — COF

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

In Between Walls?

$190

DOM

$195

2ND

$183.84

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

Magnet Strength Details →

0.63× Low (<0.7×)

Current OI 7,402

30d Avg OI 11,696

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

Put/Call Ratio

0.25

CALL HEAVY

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

Dominant Wall

$190

▲ Above spot

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

Distance to #1 Wall

$-6.16

-3.35%

Price is below the dominant wall — acts as resistance.

Wall Skew

+0.955

CALL HEAVY

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

Today's Top Setup — COF

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 $190 (dom strike) by +1d.

↔ CAGE

AUC 0.55 measured

Strength ██%

5d horizon

Target · Price stays between $190 – $195 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
#3	$200 Resistance	772	33	805	0.04	36%
#2	$195 Resistance	1,973	64	2,037	0.03	90%
#1	$190 Resistance	2,206	51	2,257	0.02	100%
#4	$185 Resistance	212	120	332	0.57	15%
▶ $183.84
#5	$180 Support	122	186	308	1.52	14%

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

Low (<0.7×)

82.2%

254 days · 1d

Normal (0.7–1×)

69.2%

39 days · 1d

Elevated (1–1.5×)

79.2%

24 days · 1d

High (1.5–2×)

81.0%

21 days · 1d

Very High (>2×)

85.9%

78 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×)	254	82.2%	71.0%	55.4%	40.4%	34.2%
Normal (0.7–1×)	39	69.2%	69.2%	69.2%	50.0%	34.2%
Elevated (1–1.5×)	24	79.2%	87.5%	87.5%	58.3%	41.7%
High (1.5–2×)	21	81.0%	81.0%	71.4%	81.0%	52.4%
Very High (>2×)	78	85.9%	87.2%	75.6%	53.8%	28.8%

SQUEEZE / PIN / CAGE Setup Backtest — COF

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 20%

Magnet

Floor $180

Ceiling $192

Range 6.7%

✓ Hit

Win Criteria

Stay inside $180–$192 for 5 days

What Happened

$183.84

-1.38%

2026-05-22

↔ CAGE

Strength 40%

Magnet

Floor $180

Ceiling $195

Range 8.0%

✓ Hit

Win Criteria

Stay inside $180–$195 for 5 days

What Happened

$184.56

-1.72%

2026-05-21

📌 PIN

Strength 35%

Magnet

Floor $178

Ceiling $190

Range 6.7%

✗ Miss

Win Criteria

Close within 0.5% of $190 by end of day

What Happened

$187.79

+0.61%

Closed 1.2% from wall (need ≤0.5%) — moved +0.6%

2026-05-20

📌 PIN

Strength 35%

Magnet

Floor $178

Ceiling $190

Range 6.7%

✗ Miss

Win Criteria

Close within 0.5% of $190 by end of day

What Happened

$186.66

-0.30%

Closed 1.8% from wall (need ≤0.5%) — moved -0.3%

2026-05-19

↔ CAGE

Strength 35%

Magnet

Floor $190

Ceiling $195

Range 2.7%

✗ Miss

Win Criteria

Stay inside $190–$195 for 5 days

What Happened

$188.80

+3.72%

Broke up — max move 3.2% (need ≤2%)

2026-05-18

📌 PIN

Strength 35%

Magnet

Floor $180

Ceiling $190

Range 5.3%

✗ Miss

Win Criteria

Close within 0.5% of $190 by end of day

What Happened

$182.03

-2.75%

Closed 4.3% from wall (need ≤0.5%) — moved -2.7%

2026-05-15

📌 PIN

Strength 35%

Magnet

Floor $190

Ceiling $195

Range 2.7%

✗ Miss

Win Criteria

Close within 0.5% of $190 by end of day

What Happened

$187.17

+0.00%

Closed 1.5% from wall (need ≤0.5%) — moved +0.0%

2026-05-14

↔ CAGE

Strength 20%

Magnet

Floor $200

Ceiling $210

Range 5.4%

✗ Miss

Win Criteria

Stay inside $200–$210 for 5 days

What Happened

$186.66

+0.47%

Broke up — max move 2.0% (need ≤2%)

2026-05-13

↔ CAGE

Strength 20%

Magnet

Floor $200

Ceiling $210

Range 5.5%

✗ Miss

Win Criteria

Stay inside $200–$210 for 5 days

What Happened

$187.23

+3.13%

Broke up — max move 3.1% (need ≤2%)

2026-05-12

↔ CAGE

Strength 20%

Magnet

Floor $200

Ceiling $210

Range 5.4%

✓ Hit

Win Criteria

Stay inside $200–$210 for 5 days

What Happened

$182.03

-0.91%

2026-05-11

↔ CAGE

Strength 20%

Magnet

Floor $200

Ceiling $210

Range 5.4%

✓ Hit

Win Criteria

Stay inside $200–$210 for 5 days

What Happened

$187.17

+1.76%

2026-05-08

↔ CAGE

Strength 20%

Magnet

Floor $200

Ceiling $210

Range 5.3%

✗ Miss

Win Criteria

Stay inside $200–$210 for 5 days

What Happened

$187.17

-1.22%

Broke down — max move 4.2% (need ≤2%)

2026-05-07

↔ CAGE

Strength 55%

Magnet

Floor $195

Ceiling $198

Range 1.3%

✗ Miss

Win Criteria

Stay inside $195–$198 for 5 days

What Happened

$185.79

-3.53%

Broke down — max move 4.6% (need ≤2%)

2026-05-06

📌 PIN

Strength 55%

Magnet

Floor $195

Ceiling $198

Range 1.3%

✗ Miss

Win Criteria

Close within 0.5% of $195 by end of day

What Happened

$192.59

-0.42%

Closed 1.2% from wall (need ≤0.5%) — moved -0.4%

2026-05-05

↔ CAGE

Strength 55%

Magnet

Floor $195

Ceiling $198

Range 1.3%

✓ Hit

Win Criteria

Stay inside $195–$198 for 5 days

What Happened

$183.71

-3.15%

2026-05-04

↔ CAGE

Strength 35%

Magnet

Floor $202

Ceiling $208

Range 2.6%

✓ Hit

Win Criteria

Stay inside $202–$208 for 5 days

What Happened

$183.93

-3.15%

2026-05-01

↔ CAGE

Strength 55%

Magnet

Floor $202

Ceiling $208

Range 2.6%

✓ Hit

Win Criteria

Stay inside $202–$208 for 5 days

What Happened

$189.48

-1.27%

2026-04-30

↔ CAGE

Strength 55%

Magnet

Floor $202

Ceiling $205

Range 1.3%

✓ Hit

Win Criteria

Stay inside $202–$205 for 5 days

What Happened

$192.59

+0.67%

2026-04-29

↔ CAGE

Strength 55%

Magnet

Floor $205

Ceiling $210

Range 2.6%

✓ Hit

Win Criteria

Stay inside $205–$210 for 5 days

What Happened

$193.40

+1.34%

2026-04-28

↔ CAGE

Strength 55%

Magnet

Floor $205

Ceiling $210

Range 2.6%

✓ Hit

Win Criteria

Stay inside $205–$210 for 5 days

What Happened

$189.68

-1.26%

2026-04-27

↔ CAGE

Strength 35%

Magnet

Floor $205

Ceiling $210

Range 2.6%

✓ Hit

Win Criteria

Stay inside $205–$210 for 5 days

What Happened

$189.92

-2.16%

2026-04-24

↔ CAGE

Strength 35%

Magnet

Floor $205

Ceiling $210

Range 2.6%

✓ Hit

Win Criteria

Stay inside $205–$210 for 5 days

What Happened

$191.91

+0.27%

2026-04-23

↔ CAGE

Strength 20%

Magnet

Floor $200

Ceiling $215

Range 7.6%

✗ Miss

Win Criteria

Stay inside $200–$215 for 5 days

What Happened

$191.30

-2.71%

Broke down — max move 2.7% (need ≤2%)

2026-04-22

↔ CAGE

Strength 20%

Magnet

Floor $200

Ceiling $215

Range 7.5%

✗ Miss

Win Criteria

Stay inside $200–$215 for 5 days

What Happened

$190.84

-4.31%

Broke down — max move 4.0% (need ≤2%)

2026-04-21

📌 PIN

Strength 35%

Magnet

Floor $200

Ceiling $210

Range 4.9%

✓ Hit

Win Criteria

Close within 0.5% of $200 by end of day

What Happened

$199.43

-1.52%

2026-04-20

↔ CAGE

Strength 35%

Magnet

Floor $200

Ceiling $210

Range 4.9%

✗ Miss

Win Criteria

Stay inside $200–$210 for 5 days

What Happened

$194.11

-5.64%

Broke down — max move 4.4% (need ≤2%)

2026-04-17

↔ CAGE

Strength 35%

Magnet

Floor $190

Ceiling $200

Range 4.8%

✗ Miss

Win Criteria

Stay inside $190–$200 for 5 days

What Happened

$191.39

-7.30%

Broke down — max move 3.4% (need ≤2%)

2026-04-16

↔ CAGE

Strength 35%

Magnet

Floor $180

Ceiling $190

Range 5.0%

✗ Miss

Win Criteria

Stay inside $180–$190 for 5 days

What Happened

$196.63

-2.03%

Broke up — max move 2.9% (need ≤2%)

2026-04-15

↔ CAGE

Strength 55%

Magnet

Floor $170

Ceiling $180

Range 4.9%

✓ Hit

Win Criteria

Stay inside $170–$180 for 5 days

What Happened

$199.43

-1.75%

2026-04-14

↔ CAGE

Strength 40%

Magnet

Floor $170

Ceiling $180

Range 5.0%

✗ Miss

Win Criteria

Stay inside $170–$180 for 5 days

What Happened

$202.50

+1.33%

Broke up — max move 3.3% (need ≤2%)

2026-04-13

↔ CAGE

Strength 40%

Magnet

Floor $170

Ceiling $180

Range 5.1%

✗ Miss

Win Criteria

Stay inside $170–$180 for 5 days

What Happened

$205.71

+4.13%

Broke up — max move 2.7% (need ≤2%)

2026-04-10

↔ CAGE

Strength 40%

Magnet

Floor $170

Ceiling $180

Range 5.2%

✗ Miss

Win Criteria

Stay inside $170–$180 for 5 days

What Happened

$206.47

+6.98%

Broke up — max move 5.2% (need ≤2%)

2026-04-09

↔ CAGE

Strength 35%

Magnet

Floor $185

Ceiling $190

Range 2.6%

✗ Miss

Win Criteria

Stay inside $185–$190 for 5 days

What Happened

$200.71

+3.07%

Broke down — max move 2.6% (need ≤2%)

2026-04-08

↔ CAGE

Strength 20%

Magnet

Floor $180

Ceiling $190

Range 5.2%

✗ Miss

Win Criteria

Stay inside $180–$190 for 5 days

What Happened

$202.98

+5.47%

Broke up — max move 2.6% (need ≤2%)

2026-04-07

📌 PIN

Strength 70%

Magnet

Floor $180

Ceiling $190

Range 5.5%

✗ Miss

Win Criteria

Close within 0.5% of $180 by end of day

What Happened

$192.46

+6.24%

Closed 6.9% from wall (need ≤0.5%) — moved +6.2%

2026-04-06

↔ CAGE

Strength 40%

Magnet

Floor $180

Ceiling $190

Range 5.4%

✗ Miss

Win Criteria

Stay inside $180–$190 for 5 days

What Happened

$197.55

+7.24%

Broke down — max move 5.7% (need ≤2%)

2026-04-02

↔ CAGE

Strength 20%

Magnet

Floor $182

Ceiling $195

Range 6.9%

✗ Miss

Win Criteria

Stay inside $182–$195 for 5 days

What Happened

$193.00

+6.09%

Broke up — max move 5.8% (need ≤2%)

2026-04-01

↔ CAGE

Strength 20%

Magnet

Floor $182

Ceiling $195

Range 6.8%

✓ Hit

Win Criteria

Stay inside $182–$195 for 5 days

What Happened

$194.73

+5.54%

2026-03-31

↔ CAGE

Strength 35%

Magnet

Floor $188

Ceiling $195

Range 4.1%

✓ Hit

Win Criteria

Stay inside $188–$195 for 5 days

What Happened

$192.46

+5.50%

2026-03-30

↔ CAGE

Strength 35%

Magnet

Floor $188

Ceiling $195

Range 4.2%

✗ Miss

Win Criteria

Stay inside $188–$195 for 5 days

What Happened

$181.15

+1.70%

Broke up — max move 3.6% (need ≤2%)

2026-03-27

↔ CAGE

Strength 35%

Magnet

Floor $188

Ceiling $195

Range 4.3%

✗ Miss

Win Criteria

Stay inside $188–$195 for 5 days

What Happened

$184.21

+4.61%

Broke up — max move 4.8% (need ≤2%)

2026-03-26

↔ CAGE

Strength 35%

Magnet

Floor $188

Ceiling $195

Range 4.1%

✗ Miss

Win Criteria

Stay inside $188–$195 for 5 days

What Happened

$181.92

-0.11%

Broke down — max move 3.3% (need ≤2%)

2026-03-25

↔ CAGE

Strength 55%

Magnet

Floor $192

Ceiling $195

Range 1.3%

✗ Miss

Win Criteria

Stay inside $192–$195 for 5 days

What Happened

$184.50

-0.39%

Broke down — max move 4.9% (need ≤2%)

2026-03-24

↔ CAGE

Strength 55%

Magnet

Floor $192

Ceiling $195

Range 1.4%

✗ Miss

Win Criteria

Stay inside $192–$195 for 5 days

What Happened

$182.43

-1.20%

Broke up — max move 4.6% (need ≤2%)

2026-03-23

↔ CAGE

Strength 35%

Magnet

Floor $188

Ceiling $195

Range 4.1%

✓ Hit

Win Criteria

Stay inside $188–$195 for 5 days

What Happened

$178.13

-3.19%

2026-03-20

📌 PIN

Strength 15%

Magnet

Floor $170

Ceiling $195

Range 13.8%

✗ Miss

Win Criteria

Close within 0.5% of $195 by end of day

What Happened

$184.00

+1.40%

Closed 6.1% from wall (need ≤0.5%) — moved +1.4%

2026-03-19

↔ CAGE

Strength 20%

Magnet

Floor $195

Ceiling $205

Range 5.6%

✗ Miss

Win Criteria

Stay inside $195–$205 for 5 days

What Happened

$182.12

+1.33%

Broke up — max move 2.7% (need ≤2%)

2026-03-18

↔ CAGE

Strength 55%

Magnet

Floor $200

Ceiling $205

Range 2.8%

✗ Miss

Win Criteria

Stay inside $200–$205 for 5 days

What Happened

$185.23

+2.83%

Broke down — max move 2.1% (need ≤2%)

2026-03-17

↔ CAGE

Strength 55%

Magnet

Floor $200

Ceiling $205

Range 2.7%

✗ Miss

Win Criteria

Stay inside $200–$205 for 5 days

What Happened

$184.64

+0.67%

Broke down — max move 2.0% (need ≤2%)

2026-03-16

↔ CAGE

Strength 55%

Magnet

Floor $200

Ceiling $205

Range 2.8%

✓ Hit

Win Criteria

Stay inside $200–$205 for 5 days

What Happened

$184.00

+1.79%