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.

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
CIFR Cipher Mining Inc Options Chain 1.25 1.57 0.28 0.50 0.56 0.93 760 4 -0.26 -0.01 15.09 15.00 10/30/2026 No 5 39 None
NBIS Nebius Group N.V. - Class A Options Chain 12.25 14.65 2.20 5.00 0.44 0.82 3 3 -0.30 -0.26 207.03 195.00 10/30/2026 No 3 22 None
CRCL Circle Internet Group Inc - Class A Options Chain 5.50 6.05 2.13 5.00 0.43 0.78 4 73 -0.30 -0.10 84.65 75.00 10/30/2026 No 3 21 None
EOSE Eos Energy Enterprises Inc - Class A Options Chain 0.31 0.40 0.21 0.50 0.42 1.11 5 2 -0.29 -0.01 4.07 3.50 10/30/2026 No 6 32 None
CHWY Chewy Inc - Class A Options Chain 0.62 0.83 0.20 0.50 0.40 0.45 2 3 -0.28 -0.01 21.19 19.50 10/30/2026 No 13 44 None
EQT EQT Corp Options Chain 1.42 1.73 0.39 1.00 0.39 0.40 2 1 -0.29 -0.04 53.12 50.00 10/30/2026 Yes 15 69 None
DELL Dell Technologies Inc - Class C Options Chain 26.65 29.35 1.80 5.00 0.36 0.65 2 2 -0.30 -0.53 543.51 520.00 10/30/2026 No 11 53 None
COIN Coinbase Global Inc - Class A Options Chain 8.20 10.90 1.77 5.00 0.35 0.68 4 24 -0.30 -0.19 172.11 155.00 10/30/2026 Yes 7 55 None
MRVL Marvell Technology Inc Options Chain 10.65 11.20 1.75 5.00 0.35 0.64 3 11 -0.29 -0.21 221.70 210.00 10/30/2026 No 11 60 None
SPCX Space Exploration Technologies Corp - Class A Options Chain 5.40 5.70 0.35 1.00 0.35 0.52 59 2 -0.29 -0.12 143.49 140.00 10/30/2026 No 5 35 None
NFLX Netflix Inc Options Chain 2.33 2.42 0.35 1.00 0.35 0.42 1 31 -0.30 -0.05 77.90 73.00 10/30/2026 Yes 9 63 None
STM ST Microelectronics Options Chain 1.95 2.40 0.35 1.00 0.35 0.63 7 5 -0.30 -0.04 47.78 45.00 10/30/2026 Yes 12 52 None
OSCR Oscar Health Inc - Class A Options Chain 1.45 1.82 0.33 1.00 0.33 0.69 2 5 -0.29 -0.03 33.81 29.00 10/30/2026 No 10 41 None
NVO Novo Nordisk Options Chain 1.00 1.18 0.33 1.00 0.33 0.36 12 1 -0.30 -0.03 42.63 40.00 10/30/2026 No 11 48 None