NKE Gamma Squeeze, Pin & Wall Analysis

NKE Nike $43.73 -4.48% (updated 2026-06-02)

Today's OI Read — NKE

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

In Between Walls?

YES

$42

DOM

$50

2ND

$43.73

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

Magnet Strength Details →

0.55× Low (<0.7×)

Current OI 48,182

30d Avg OI 87,290

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

Put/Call Ratio

1.06

NEUTRAL

Between 0.8–1.2 — balanced positioning. No strong directional lean from options flow alone.

Dominant Wall

$42

▼ Below spot

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

Distance to #1 Wall

$+1.73

+3.96%

Price is above the dominant wall — acts as support.

Wall Skew

-0.989

PUT HEAVY

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

Today's Top Setup — NKE

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 $42 (dom strike) by +1d.

↔ CAGE

AUC 0.55 measured

Strength ██%

5d horizon

Target · Price stays between $42 – $50 through +5d.

No cage setup today — walls are 18.3% 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	$50 Resistance	3,843	0	3,843	0.00	40%
#3	$48 Resistance	3,631	119	3,750	0.03	39%
#5	$47 Resistance	3,340	235	3,575	0.07	37%
#4	$45 Resistance	1,071	2,524	3,595	2.36	37%
▶ $43.73
#1	$42 Support	52	9,644	9,696	185.46	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

Low (<0.7×)

74.2%

199 days · 1d

Normal (0.7–1×)

73.7%

76 days · 1d

Elevated (1–1.5×)

65.8%

38 days · 1d

High (1.5–2×)

84.2%

38 days · 1d

Very High (>2×)

84.6%

65 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×)	199	74.2%	63.5%	49.7%	45.1%	31.4%
Normal (0.7–1×)	76	73.7%	56.6%	41.3%	41.1%	42.9%
Elevated (1–1.5×)	38	65.8%	55.3%	42.1%	48.6%	43.2%
High (1.5–2×)	38	84.2%	76.3%	81.6%	78.9%	57.6%
Very High (>2×)	65	84.6%	80.0%	61.5%	43.1%	27.7%

SQUEEZE / PIN / CAGE Setup Backtest — NKE

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 $45

Ceiling $47

Range 4.5%

✗ Miss

Win Criteria

Close within 0.5% of $45 by end of day

What Happened

$45.98

+2.31%

Closed 2.2% from wall (need ≤0.5%) — moved +2.3%

2026-05-22

📌 PIN

Strength 55%

Magnet

Floor $45

Ceiling $47

Range 4.5%

✓ Hit

Win Criteria

Close within 0.5% of $45 by end of day

What Happened

$44.94

+0.60%

2026-05-21

📌 PIN

Strength 60%

Magnet

Floor $40

Ceiling $44

Range 9.0%

✗ Miss

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$44.67

+0.63%

Closed 1.5% from wall (need ≤0.5%) — moved +0.6%

2026-05-20

📌 PIN

Strength 90%

Magnet

Floor $40

Ceiling $44

Range 9.1%

✗ Miss

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$44.39

+0.45%

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

2026-05-19

📌 PIN

Strength 30%

Magnet

Floor $40

Ceiling $44

Range 9.4%

✓ Hit

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$44.19

+4.17%

2026-05-18

📌 PIN

Strength 15%

Magnet

Floor $40

Ceiling $44

Range 9.4%

✗ Miss

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$42.42

-0.35%

Closed 3.7% from wall (need ≤0.5%) — moved -0.4%

2026-05-15

📌 PIN

Strength 15%

Magnet

Floor $40

Ceiling $44

Range 9.6%

✗ Miss

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$42.57

+1.65%

Closed 3.4% from wall (need ≤0.5%) — moved +1.6%

2026-05-14

↔ CAGE

Strength 20%

Magnet

Floor $42

Ceiling $45

Range 5.9%

✓ Hit

Win Criteria

Stay inside $42–$45 for 5 days

What Happened

$44.39

+5.64%

2026-05-13

↔ CAGE

Strength 40%

Magnet

Floor $42

Ceiling $45

Range 5.9%

✓ Hit

Win Criteria

Stay inside $42–$45 for 5 days

What Happened

$44.19

+4.37%

2026-05-12

↔ CAGE

Strength 20%

Magnet

Floor $42

Ceiling $45

Range 5.9%

✓ Hit

Win Criteria

Stay inside $42–$45 for 5 days

What Happened

$42.42

+0.17%

2026-05-11

↔ CAGE

Strength 40%

Magnet

Floor $42

Ceiling $45

Range 5.9%

✓ Hit

Win Criteria

Stay inside $42–$45 for 5 days

What Happened

$42.57

+0.42%

2026-05-08

📌 PIN

Strength 40%

Magnet

Floor $42

Ceiling $45

Range 5.7%

✗ Miss

Win Criteria

Close within 0.5% of $45 by end of day

What Happened

$42.39

-3.96%

Closed 5.9% from wall (need ≤0.5%) — moved -4.0%

2026-05-07

📌 PIN

Strength 80%

Magnet

Floor $44

Ceiling $45

Range 2.3%

✓ Hit

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$44.14

-0.61%

2026-05-06

📌 PIN

Strength 90%

Magnet

Floor $43

Ceiling $44

Range 2.3%

✗ Miss

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$44.41

+1.21%

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

2026-05-05

↔ CAGE

Strength 75%

Magnet

Floor $44

Ceiling $45

Range 2.3%

✗ Miss

Win Criteria

Stay inside $44–$45 for 5 days

What Happened

$42.35

-1.65%

Broke up — max move 3.1% (need ≤2%)

2026-05-04

↔ CAGE

Strength 40%

Magnet

Floor $44

Ceiling $47

Range 7.0%

✗ Miss

Win Criteria

Stay inside $44–$47 for 5 days

What Happened

$42.39

-1.62%

Broke down — max move 3.1% (need ≤2%)

2026-05-01

📌 PIN

Strength 55%

Magnet

Floor $44

Ceiling $47

Range 6.8%

✗ Miss

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$43.09

-2.95%

Closed 2.0% from wall (need ≤0.5%) — moved -3.0%

2026-04-30

↔ CAGE

Strength 35%

Magnet

Floor $44

Ceiling $46

Range 4.5%

✗ Miss

Win Criteria

Stay inside $44–$46 for 5 days

What Happened

$44.41

+0.11%

Broke up — max move 2.9% (need ≤2%)

2026-04-29

↔ CAGE

Strength 55%

Magnet

Floor $45

Ceiling $46

Range 2.3%

✗ Miss

Win Criteria

Stay inside $45–$46 for 5 days

What Happened

$43.88

-1.15%

Broke down — max move 2.9% (need ≤2%)

2026-04-28

↔ CAGE

Strength 55%

Magnet

Floor $45

Ceiling $46

Range 2.2%

✓ Hit

Win Criteria

Stay inside $45–$46 for 5 days

What Happened

$43.06

-4.37%

2026-04-27

↔ CAGE

Strength 55%

Magnet

Floor $45

Ceiling $46

Range 2.2%

✓ Hit

Win Criteria

Stay inside $45–$46 for 5 days

What Happened

$43.09

-4.54%

2026-04-24

↔ CAGE

Strength 55%

Magnet

Floor $45

Ceiling $46

Range 2.2%

✓ Hit

Win Criteria

Stay inside $45–$46 for 5 days

What Happened

$44.40

-0.65%

2026-04-23

↔ CAGE

Strength 55%

Magnet

Floor $46

Ceiling $47

Range 2.2%

✓ Hit

Win Criteria

Stay inside $46–$47 for 5 days

What Happened

$44.36

-0.94%

2026-04-22

📌 PIN

Strength 55%

Magnet

Floor $46

Ceiling $47

Range 2.2%

✗ Miss

Win Criteria

Close within 0.5% of $46 by end of day

What Happened

$44.78

-1.97%

Closed 2.7% from wall (need ≤0.5%) — moved -2.0%

2026-04-21

📌 PIN

Strength 65%

Magnet

Floor $46

Ceiling $47

Range 2.2%

✗ Miss

Win Criteria

Close within 0.5% of $46 by end of day

What Happened

$45.68

-1.53%

Closed 0.7% from wall (need ≤0.5%) — moved -1.5%

2026-04-20

📌 PIN

Strength 35%

Magnet

Floor $47

Ceiling $50

Range 6.5%

✗ Miss

Win Criteria

Close within 0.5% of $47 by end of day

What Happened

$46.39

-0.19%

Closed 1.3% from wall (need ≤0.5%) — moved -0.2%

2026-04-17

↔ CAGE

Strength 55%

Magnet

Floor $50

Ceiling $51

Range 2.2%

✓ Hit

Win Criteria

Stay inside $50–$51 for 5 days

What Happened

$44.69

-2.91%

2026-04-16

📌 PIN

Strength 55%

Magnet

Floor $44

Ceiling $46

Range 4.4%

✓ Hit

Win Criteria

Close within 0.5% of $46 by end of day

What Happened

$46.03

+0.72%

2026-04-15

📌 PIN

Strength 5%

Magnet

Floor $40

Ceiling $44

Range 8.8%

✗ Miss

Win Criteria

Close within 0.5% of $44 by end of day

What Happened

$45.70

+0.57%

Closed 3.7% from wall (need ≤0.5%) — moved +0.6%

2026-04-14

📌 PIN

Strength 5%

Magnet

Floor $40

Ceiling $45

Range 11.3%

✗ Miss

Win Criteria

Close within 0.5% of $40 by end of day

What Happened

$45.44

+2.81%

Closed 12.3% from wall (need ≤0.5%) — moved +2.8%

2026-04-13

📌 PIN

Strength 15%

Magnet

Floor $40

Ceiling $45

Range 11.7%

✗ Miss

Win Criteria

Close within 0.5% of $40 by end of day

What Happened

$44.20

+3.01%

Closed 9.8% from wall (need ≤0.5%) — moved +3.0%

2026-04-10

📌 PIN

Strength 15%

Magnet

Floor $40

Ceiling $45

Range 11.7%

✗ Miss

Win Criteria

Close within 0.5% of $40 by end of day

What Happened

$42.91

+0.68%

Closed 6.8% from wall (need ≤0.5%) — moved +0.7%

2026-04-09

↔ CAGE

Strength 55%

Magnet

Floor $44

Ceiling $45

Range 2.3%

✗ Miss

Win Criteria

Stay inside $44–$45 for 5 days

What Happened

$45.70

+3.86%

Broke down — max move 3.1% (need ≤2%)

2026-04-08

↔ CAGE

Strength 35%

Magnet

Floor $45

Ceiling $46

Range 3.5%

✗ Miss

Win Criteria

Stay inside $45–$46 for 5 days

What Happened

$45.44

+5.36%

Broke up — max move 2.0% (need ≤2%)

2026-04-07

↔ CAGE

Strength 35%

Magnet

Floor $45

Ceiling $46

Range 3.5%

✗ Miss

Win Criteria

Stay inside $45–$46 for 5 days

What Happened

$44.20

+3.54%

Broke up — max move 3.1% (need ≤2%)

2026-04-06

↔ CAGE

Strength 35%

Magnet

Floor $45

Ceiling $46

Range 3.4%

✗ Miss

Win Criteria

Stay inside $45–$46 for 5 days

What Happened

$42.91

-2.54%

Broke down — max move 3.0% (need ≤2%)

2026-04-02

📌 PIN

Strength 5%

Magnet

Floor $45

Ceiling $50

Range 11.3%

✗ Miss

Win Criteria

Close within 0.5% of $50 by end of day

What Happened

$44.03

-0.36%

Closed 13.5% from wall (need ≤0.5%) — moved -0.4%

2026-04-01

📌 PIN

Strength 5%

Magnet

Floor $45

Ceiling $50

Range 11.2%

✗ Miss

Win Criteria

Close within 0.5% of $50 by end of day

What Happened

$44.19

-0.99%

Closed 13.0% from wall (need ≤0.5%) — moved -1.0%

2026-03-31

↔ CAGE

Strength 55%

Magnet

Floor $54

Ceiling $55

Range 1.9%

✗ Miss

Win Criteria

Stay inside $54–$55 for 5 days

What Happened

$43.13

-18.35%

Broke down — max move 16.6% (need ≤2%)

2026-03-30

↔ CAGE

Strength 20%

Magnet

Floor $50

Ceiling $54

Range 7.8%

✗ Miss

Win Criteria

Stay inside $50–$54 for 5 days

What Happened

$42.69

-16.69%

Broke up — max move 13.8% (need ≤2%)

2026-03-27

📌 PIN

Strength 5%

Magnet

Floor $54

Ceiling $60

Range 11.7%

✗ Miss

Win Criteria

Close within 0.5% of $54 by end of day

What Happened

$51.24

-0.25%

Closed 5.4% from wall (need ≤0.5%) — moved -0.3%

2026-03-26

📌 PIN

Strength 75%

Magnet

Floor $52

Ceiling $54

Range 3.8%

✗ Miss

Win Criteria

Close within 0.5% of $52 by end of day

What Happened

$51.37

-1.34%

Closed 1.2% from wall (need ≤0.5%) — moved -1.3%

2026-03-25

↔ CAGE

Strength 55%

Magnet

Floor $50

Ceiling $52

Range 3.8%

✗ Miss

Win Criteria

Stay inside $50–$52 for 5 days

What Happened

$44.63

-15.76%

Broke down — max move 3.3% (need ≤2%)

2026-03-24

↔ CAGE

Strength 55%

Magnet

Floor $50

Ceiling $52

Range 3.7%

✗ Miss

Win Criteria

Stay inside $50–$52 for 5 days

What Happened

$52.82

-1.25%

Broke down — max move 4.0% (need ≤2%)

2026-03-23

📌 PIN

Strength 30%

Magnet

Floor $50

Ceiling $55

Range 9.5%

✗ Miss

Win Criteria

Close within 0.5% of $50 by end of day

What Happened

$53.49

+1.48%

Closed 6.6% from wall (need ≤0.5%) — moved +1.5%

2026-03-20

↔ CAGE

Strength 40%

Magnet

Floor $58

Ceiling $62

Range 7.6%

✗ Miss

Win Criteria

Stay inside $58–$62 for 5 days

What Happened

$51.37

-1.91%

Broke up — max move 2.1% (need ≤2%)

2026-03-19

📌 PIN

Strength 5%

Magnet

Floor $55

Ceiling $60

Range 9.4%

✗ Miss

Win Criteria

Close within 0.5% of $60 by end of day

What Happened

$52.37

-2.00%

Closed 14.3% from wall (need ≤0.5%) — moved -2.0%

2026-03-18

📌 PIN

Strength 5%

Magnet

Floor $55

Ceiling $60

Range 9.4%

✗ Miss

Win Criteria

Close within 0.5% of $60 by end of day

What Happened

$53.44

-0.06%

Closed 12.3% from wall (need ≤0.5%) — moved -0.1%

2026-03-17

📌 PIN

Strength 5%

Magnet

Floor $60

Ceiling $65

Range 9.1%

✗ Miss

Win Criteria

Close within 0.5% of $60 by end of day

What Happened

$53.47

-2.99%

Closed 11.8% from wall (need ≤0.5%) — moved -3.0%

2026-03-16

📌 PIN

Strength 5%

Magnet

Floor $60

Ceiling $65

Range 9.1%

✗ Miss

Win Criteria

Close within 0.5% of $60 by end of day

What Happened

$55.12

+0.60%

Closed 8.9% from wall (need ≤0.5%) — moved +0.6%