Low Delta Call Credit Spreads

A call credit spread is an options trading strategy designed to benefit from a stock's limited increase in price. The strategy uses two call options to create a range consisting of a lower strike price and an upper strike price. The call credit spread helps to limit losses of owning stock, but it also caps the gains. This strategy implementation ensures that the short strike always has a Delta value less than or equal to 0.30.

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Ticker Company Options Chain Bid Ask Spread Premium Spread Width Premium to Spread Ratio Implied Volatility Short Volume Long Volume Delta Theta Underlying Stock Price Short Strike Price Contract Expiration Earnings Overlap? Liquidity Rating Algorithm Score Safety Score Lists
ONON On Holding AG Class A Options Chain 1.00 1.56 0.59 1.00 0.59 0.35 1 7 0.29 -0.03 57.98 63.00 2/28/2025 No 10 53 None
MBLY Options Chain 0.46 0.77 0.28 0.50 0.56 0.83 2 20 0.29 -0.02 16.02 19.50 2/28/2025 No 3 18 None
HIVE HIVE Digital Technologies Ltd Options Chain 0.00 0.85 0.28 0.50 0.56 1.28 4 22 0.25 0.00 3.20 4.50 2/28/2025 Yes 9 31 None
DELL Dell Technologies Inc - Class C Options Chain 2.95 4.10 0.54 1.00 0.54 0.49 163 11 0.29 -0.08 109.64 122.00 2/28/2025 Yes 15 64 None
SNOW Snowflake Inc - Class A Options Chain 3.00 7.50 2.47 5.00 0.49 0.47 43 64 0.28 -0.11 170.79 190.00 2/28/2025 Yes 4 48 None
MSFT Microsoft Corporation Options Chain 5.35 6.50 1.98 5.00 0.40 0.22 76 38 0.28 -0.14 429.03 450.00 2/28/2025 Yes 15 69 None
TFC Truist Financial Corporation Options Chain 0.47 1.08 0.39 1.00 0.39 0.23 338 37 0.30 -0.01 47.65 49.00 2/28/2025 No 6 60 None
NFLX Netflix Inc Options Chain 20.45 22.85 1.93 5.00 0.39 0.40 1 3 0.30 -0.51 858.10 930.00 2/28/2025 Yes 7 66 None
PATH UiPath Inc - Class A Options Chain 0.25 0.49 0.19 0.50 0.38 0.42 5 20 0.28 -0.01 13.02 14.50 2/28/2025 No 10 33 None
WMT Walmart Inc Options Chain 1.29 1.47 0.37 1.00 0.37 0.25 1 16 0.29 -0.03 91.94 97.00 2/28/2025 Yes 9 58 None
SOFI SoFi Technologies Inc Options Chain 0.69 0.94 0.18 0.50 0.36 0.75 48 376 0.29 -0.02 16.50 19.50 2/28/2025 Yes 6 42 None
DIS Walt Disney Co (The) Options Chain 1.88 2.06 0.35 1.00 0.35 0.30 4 29 0.29 -0.05 107.02 114.00 2/28/2025 Yes 12 60 None
SHEL Shell Plc ADR (Representing - ) Options Chain 0.65 0.85 0.33 1.00 0.33 0.19 1 1 0.29 -0.02 66.72 69.00 2/28/2025 Yes 14 72 None
XOM Exxon Mobil Corp Options Chain 1.02 1.37 0.33 1.00 0.33 0.19 30 302 0.27 -0.03 112.32 117.00 2/28/2025 Yes 12 76 None