PEP Gamma Squeeze, Pin & Wall Analysis

PEP PepsiCo $151.85 +0.87% (updated 2026-05-12)

Today's OI Read — PEP

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

In Between Walls?

$155

DOM

$160

2ND

$151.85

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

Magnet Strength Details →

1.70× High (1.5–2×)

Current OI 35,893

30d Avg OI 21,126

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

Put/Call Ratio

0.78

CALL HEAVY

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

Dominant Wall

$155

▲ Above spot

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

Distance to #1 Wall

$-3.15

-2.07%

Price is below the dominant wall — acts as resistance.

Wall Skew

+0.229

CALL HEAVY

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

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 $155 (dom strike) by +1d.

↔ CAGE

AUC 0.55 measured

Strength ██%

5d horizon

Target · Price stays between $155 – $160 through +5d.

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
#4	$170 Resistance	4,293	0	4,293	0.00	87%
#5	$165 Resistance	2,486	615	3,101	0.25	63%
#2	$160 Resistance	4,266	452	4,718	0.11	96%
#1	$155 Resistance	3,016	1,893	4,909	0.63	100%
▶ $151.85
#3	$140 Support	89	4,512	4,601	50.70	94%

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×)

75.0%

220 days · 1d

Normal (0.7–1×)

85.7%

49 days · 1d

Elevated (1–1.5×)

78.8%

33 days · 1d

High (1.5–2×)

81.8%

34 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×)	220	75.0%	67.3%	54.6%	44.1%	32.2%
Normal (0.7–1×)	49	85.7%	73.5%	55.1%	38.8%	20.4%
Elevated (1–1.5×)	33	78.8%	78.8%	53.1%	40.6%	40.6%
High (1.5–2×)	34	81.8%	75.0%	65.6%	56.2%	65.6%
Very High (>2×)	66	89.4%	83.3%	66.7%	57.6%	57.8%

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:

2026-05-05

↔ 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%)

2026-03-13

↔ CAGE

Strength 40%

Magnet

Floor $165

Ceiling $175

Range 6.3%

✗ Miss

Win Criteria

Stay inside $165–$175 for 5 days

What Happened

$150.04

-6.15%

Broke down — max move 4.0% (need ≤2%)

2026-03-12

↔ CAGE

Strength 35%

Magnet

Floor $165

Ceiling $170

Range 3.1%

✓ Hit

Win Criteria

Stay inside $165–$170 for 5 days

What Happened

$152.74

-3.85%

2026-03-11

↔ CAGE

Strength 35%

Magnet

Floor $165

Ceiling $170

Range 3.1%

✓ Hit

Win Criteria

Stay inside $165–$170 for 5 days

What Happened

$153.54

-4.13%

2026-03-10

↔ CAGE

Strength 35%

Magnet

Floor $160

Ceiling $165

Range 3.1%

✓ Hit

Win Criteria

Stay inside $160–$165 for 5 days

What Happened

$156.50

-2.66%

2026-03-09

📌 PIN

Strength 55%

Magnet

Floor $160

Ceiling $165

Range 3.1%

✓ Hit

Win Criteria

Close within 0.5% of $160 by end of day

What Happened

$160.78

-0.46%

2026-03-06

↔ CAGE

Strength 55%

Magnet

Floor $165

Ceiling $168

Range 1.6%

✓ Hit

Win Criteria

Stay inside $165–$168 for 5 days

What Happened

$159.88

+0.28%

2026-03-05

↔ CAGE

Strength 35%

Magnet

Floor $165

Ceiling $170

Range 3.1%

✓ Hit

Win Criteria

Stay inside $165–$170 for 5 days

What Happened

$158.86

-1.14%

2026-03-04

↔ CAGE

Strength 35%

Magnet

Floor $170

Ceiling $175

Range 3.1%

✗ Miss

Win Criteria

Stay inside $170–$175 for 5 days

What Happened

$160.15

-2.30%

Broke down — max move 2.7% (need ≤2%)

2026-03-03

↔ CAGE

Strength 35%

Magnet

Floor $170

Ceiling $175

Range 3.0%

✗ Miss

Win Criteria

Stay inside $170–$175 for 5 days

What Happened

$160.78

-2.50%

Broke down — max move 3.3% (need ≤2%)

2026-03-02

📌 PIN

Strength 35%

Magnet

Floor $170

Ceiling $175

Range 3.0%

✗ Miss

Win Criteria

Close within 0.5% of $170 by end of day

What Happened

$164.91

-1.42%

Closed 3.0% from wall (need ≤0.5%) — moved -1.4%

2026-02-27

📌 PIN

Strength 75%

Magnet

Floor $170

Ceiling $175

Range 2.9%

✗ Miss

Win Criteria

Close within 0.5% of $170 by end of day

What Happened

$167.28

-1.45%

Closed 1.6% from wall (need ≤0.5%) — moved -1.4%

2026-02-26

↔ CAGE

Strength 75%

Magnet

Floor $162

Ceiling $165

Range 1.5%

✓ Hit

Win Criteria

Stay inside $162–$165 for 5 days

What Happened

$160.70

-4.11%

2026-02-25

↔ CAGE

Strength 55%

Magnet

Floor $162

Ceiling $170

Range 4.4%

✓ Hit

Win Criteria

Stay inside $162–$170 for 5 days

What Happened

$163.92

-3.10%

2026-02-24

↔ CAGE

Strength 55%

Magnet

Floor $162

Ceiling $165

Range 1.5%

✓ Hit

Win Criteria

Stay inside $162–$165 for 5 days

What Happened

$164.91

-2.73%