Low Delta Put Credit Spreads
A put credit spread is an options strategy that an investor uses when they expect a moderate rise in the price of the underlying asset. The strategy employs two put options to form a range, consisting of a high strike price and a low strike price. The investor receives a net credit from the difference between the premiums of the two options. This strategy implementation ensures that the short strike always has a Delta value greater 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ZURA | Zura Bio Ltd - Class A | Options Chain | 1.50 | 1.65 | 1.00 | 1.50 | 0.67 | 3.16 | 4 | 7 | -0.28 | -0.02 | 4.04 | 4.00 | 12/18/2026 | No | 10 | 29 | None | |
| SLS | SELLAS Life Sciences Group Inc | Options Chain | 3.40 | 4.30 | 0.65 | 1.00 | 0.65 | 3.24 | 86 | 13 | -0.29 | -0.04 | 9.67 | 9.00 | 12/18/2026 | Yes | 10 | 33 | None | |
| LITE | Lumentum Holdings Inc | Options Chain | 38.10 | 40.90 | 6.40 | 10.00 | 0.64 | 0.75 | 53 | 82 | -0.29 | -0.74 | 844.99 | 620.00 | 12/18/2026 | Yes | 6 | 63 | None | |
| HELP | Cybin Inc | Options Chain | 2.00 | 2.20 | 1.57 | 2.50 | 0.63 | 2.71 | 9 | 30 | -0.24 | -0.03 | 8.80 | 7.50 | 12/18/2026 | No | 3 | 16 | None | |
| INO | Inovio Pharmaceuticals Inc | Options Chain | 0.15 | 0.40 | 0.23 | 0.50 | 0.46 | 1.90 | 361 | 322 | -0.24 | 0.00 | 2.05 | 1.50 | 12/18/2026 | Yes | 7 | 26 | None | |
| QNT | Quantinuum Inc - Class A | Options Chain | 1.10 | 2.55 | 1.10 | 2.50 | 0.44 | 0.92 | 8 | 5 | -0.19 | -0.04 | 33.60 | 25.00 | 12/18/2026 | Yes | 11 | 33 | None | |
| DDOG | Datadog Inc - Class A | Options Chain | 13.45 | 14.75 | 2.15 | 5.00 | 0.43 | 0.81 | 33 | 91 | -0.30 | -0.26 | 216.10 | 195.00 | 12/18/2026 | Yes | 9 | 55 | None | |
| P | Everpure Inc - Class A | Options Chain | 6.40 | 7.30 | 2.05 | 5.00 | 0.41 | 0.85 | 30 | 33 | -0.27 | -0.14 | 127.90 | 100.00 | 12/18/2026 | No | 3 | 22 | None | |
| VSAT | Viasat Inc | Options Chain | 4.00 | 7.60 | 1.90 | 5.00 | 0.38 | 1.02 | 3 | 33 | -0.28 | -0.11 | 77.50 | 65.00 | 12/18/2026 | Yes | 7 | 55 | None | |
| NBIS | Nebius Group N.V. - Class A | Options Chain | 12.55 | 13.10 | 1.88 | 5.00 | 0.38 | 1.08 | 128 | 360 | -0.30 | -0.22 | 155.79 | 125.00 | 12/18/2026 | No | 3 | 22 | None | |
| SNDK | Sandisk Corp | Options Chain | 67.50 | 73.10 | 3.75 | 10.00 | 0.38 | 0.82 | 13 | 25 | -0.30 | -1.27 | 1,157.57 | 970.00 | 12/18/2026 | No | 3 | 22 | None | |
| HIMS | Hims & Hers Health Inc - Class A | Options Chain | 1.47 | 1.67 | 0.37 | 1.00 | 0.37 | 0.89 | 1478 | 343 | -0.27 | -0.03 | 27.67 | 22.00 | 12/18/2026 | Yes | 5 | 39 | None | |
| CVNA | Carvana Co. - Class A | Options Chain | 2.99 | 3.25 | 0.36 | 1.00 | 0.36 | 0.59 | 40 | 635 | -0.29 | -0.06 | 72.00 | 66.00 | 12/18/2026 | No | 7 | 46 | None | |
| HAL | Halliburton Company | Options Chain | 0.94 | 1.16 | 0.36 | 1.00 | 0.36 | 0.39 | 5 | 4 | -0.30 | -0.02 | 34.61 | 33.00 | 12/18/2026 | No | 9 | 48 | None | |
| CRWD | Crowdstrike Holdings Inc - Class A | Options Chain | 13.25 | 13.80 | 0.88 | 2.50 | 0.35 | 0.72 | 86 | 20 | -0.30 | -0.25 | 250.77 | 220.00 | 12/18/2026 | Yes | 8 | 41 | None | |
| MRVL | Marvell Technology Inc | Options Chain | 9.95 | 10.10 | 1.75 | 5.00 | 0.35 | 0.75 | 526 | 1126 | -0.30 | -0.19 | 197.99 | 155.00 | 12/18/2026 | Yes | 14 | 62 | None | |
| SHOP | Shopify Inc - Class A | Options Chain | 8.20 | 9.00 | 1.72 | 5.00 | 0.34 | 0.74 | 229 | 100 | -0.29 | -0.15 | 157.08 | 140.00 | 12/18/2026 | Yes | 10 | 56 | None | |
| DELL | Dell Technologies Inc - Class C | Options Chain | 23.30 | 24.65 | 3.43 | 10.00 | 0.34 | 0.81 | 177 | 101 | -0.29 | -0.45 | 424.18 | 350.00 | 12/18/2026 | Yes | 13 | 59 | None | |
| SMCI | Super Micro Computer Inc | Options Chain | 1.94 | 2.17 | 0.34 | 1.00 | 0.34 | 0.89 | 106 | 372 | -0.29 | -0.04 | 32.95 | 27.00 | 12/18/2026 | Yes | 13 | 48 | None | |
| TEM | Tempus AI Inc - Class A | Options Chain | 4.60 | 5.15 | 1.70 | 5.00 | 0.34 | 0.84 | 84 | 190 | -0.28 | -0.09 | 70.10 | 70.00 | 12/18/2026 | No | 3 | 21 | None | |
| CRWV | CoreWeave Inc - Class A | Options Chain | 4.10 | 4.20 | 0.85 | 2.50 | 0.34 | 1.15 | 783 | 1041 | -0.27 | -0.08 | 50.15 | 42.50 | 12/18/2026 | No | 3 | 21 | None | |
| LULU | Lululemon Athletica Inc | Options Chain | 4.75 | 5.10 | 1.68 | 5.00 | 0.34 | 0.58 | 42 | 892 | -0.30 | -0.10 | 106.99 | 100.00 | 12/18/2026 | Yes | 13 | 53 | None | |
| MU | Micron Technology Inc | Options Chain | 36.55 | 37.85 | 3.35 | 10.00 | 0.34 | 0.63 | 2 | 10 | -0.30 | -0.83 | 889.15 | 770.00 | 12/11/2026 | No | 19 | 78 | None | |
| WULF | TeraWulf Inc | Options Chain | 0.79 | 0.84 | 0.33 | 1.00 | 0.33 | 1.15 | 2978 | 17 | -0.25 | -0.02 | 11.80 | 9.00 | 12/18/2026 | Yes | 2 | 37 | None | |
| S | SentinelOne Inc - Class A | Options Chain | 1.20 | 1.35 | 0.33 | 1.00 | 0.33 | 0.72 | 11 | 18 | -0.29 | -0.02 | 25.06 | 21.00 | 12/18/2026 | Yes | 7 | 43 | None | |
| TOST | Toast Inc - Class A | Options Chain | 1.33 | 1.69 | 0.33 | 1.00 | 0.33 | 0.58 | 10 | 16 | -0.30 | -0.03 | 31.68 | 31.00 | 12/18/2026 | Yes | 13 | 48 | None | |
| HPE | Hewlett Packard Enterprise Company | Options Chain | 3.05 | 3.30 | 0.33 | 1.00 | 0.33 | 0.79 | 14 | 191 | -0.30 | -0.06 | 51.19 | 46.00 | 12/18/2026 | Yes | 9 | 53 | None |