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.

Download as spreadsheet Download

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
VG Venture Global Inc - Class A Options Chain 0.35 0.85 0.27 0.50 0.54 0.63 11 2 0.29 -0.01 11.02 13.00 7/31/2026 No 15 43 None
MARA Marathon Digital Holdings Inc Options Chain 0.53 1.01 0.25 0.50 0.50 0.89 4 52 0.27 -0.02 14.22 17.50 7/31/2026 No 3 41 None
UBER Uber Technologies Inc Options Chain 1.19 2.02 0.46 1.00 0.46 0.34 1 8 0.30 -0.04 71.64 77.00 7/31/2026 No 10 63 None
ACN Accenture plc - Class A Options Chain 3.20 6.00 2.10 5.00 0.42 0.50 110 21 0.30 -0.08 127.98 140.00 7/31/2026 No 16 59 None
KR Kroger Company Options Chain 0.25 1.69 0.37 1.00 0.37 0.30 12 11 0.26 -0.02 56.61 61.00 7/31/2026 No 9 50 None
BMY Bristol-Myers Squibb Company Options Chain 0.79 1.39 0.33 1.00 0.33 0.32 307 104 0.29 -0.02 54.00 57.00 7/31/2026 Yes 15 66 None