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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CRWV | CoreWeave Inc - Class A | Options Chain | 3.60 | 3.90 | 0.40 | 1.00 | 0.40 | 0.97 | 16 | 6 | -0.29 | -0.07 | 56.60 | 45.00 | 12/31/2026 | No | 3 | 21 | None | |
| BE | Bloom Energy Corp - Class A | Options Chain | 11.90 | 13.00 | 1.95 | 5.00 | 0.39 | 0.91 | 3 | 25 | -0.27 | -0.23 | 201.93 | 165.00 | 12/31/2026 | No | 5 | 14 | None | |
| DELL | Dell Technologies Inc - Class C | Options Chain | 22.10 | 24.20 | 1.85 | 5.00 | 0.37 | 0.88 | 6 | 4 | -0.29 | -0.40 | 371.17 | 300.00 | 12/31/2026 | Yes | 11 | 53 | None | |
| MRNA | Moderna Inc | Options Chain | 14.45 | 17.30 | 1.80 | 5.00 | 0.36 | 0.82 | 14 | 152 | -0.30 | -0.27 | 231.35 | 205.00 | 12/31/2026 | No | 6 | 52 | None | |
| KHC | Kraft Heinz Company | Options Chain | 0.39 | 0.69 | 0.18 | 0.50 | 0.36 | 0.27 | 3 | 2 | -0.29 | -0.01 | 24.48 | 23.50 | 12/31/2026 | No | 6 | 60 | None | |
| IREN | Iris Energy Ltd | Options Chain | 1.47 | 1.52 | 0.34 | 1.00 | 0.34 | 1.14 | 14 | 5 | -0.27 | -0.03 | 19.48 | 15.00 | 12/31/2026 | No | 4 | 42 | None | |
| NBIS | Nebius Group N.V. - Class A | Options Chain | 8.60 | 9.20 | 1.70 | 5.00 | 0.34 | 1.02 | 58 | 11 | -0.27 | -0.15 | 128.64 | 100.00 | 12/31/2026 | No | 3 | 22 | None | |
| NOW | ServiceNow Inc | Options Chain | 3.80 | 3.85 | 0.33 | 1.00 | 0.33 | 0.48 | 65 | 26 | -0.30 | -0.07 | 100.90 | 95.00 | 12/31/2026 | No | 8 | 57 | None |