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.
| 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 |