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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BNTX | BioNTech SE | Options Chain | 1.40 | 3.70 | 1.65 | 2.50 | 0.66 | 0.40 | 5 | 1 | -0.28 | -0.06 | 87.67 | 80.00 | 12/18/2026 | No | 9 | 52 | None | |
| CGON | Cg Oncology Inc | Options Chain | 8.30 | 10.10 | 2.90 | 5.00 | 0.58 | 1.77 | 5 | 1 | -0.27 | -0.19 | 72.61 | 60.00 | 12/18/2026 | No | 3 | 19 | None | |
| XP | XP Inc - Class A | Options Chain | 0.40 | 0.75 | 0.25 | 0.50 | 0.50 | 0.63 | 1 | 1 | -0.26 | -0.02 | 14.80 | 13.50 | 12/31/2026 | Yes | 12 | 47 | None | |
| GPN | Global Payments Inc | Options Chain | 1.60 | 3.80 | 1.20 | 2.50 | 0.48 | 0.40 | 62 | 21 | -0.27 | -0.07 | 100.23 | 82.50 | 12/18/2026 | No | 6 | 61 | None | |
| ANNX | Annexon Inc | Options Chain | 1.05 | 1.70 | 0.45 | 1.00 | 0.45 | 2.34 | 10 | 4 | -0.30 | -0.02 | 4.19 | 4.00 | 12/18/2026 | No | 11 | 29 | None | |
| ECO | ECHO BAY MINES LTD | Options Chain | 5.70 | 6.60 | 2.20 | 5.00 | 0.44 | 0.67 | 70 | 47 | -0.30 | -0.03 | 85.75 | 80.00 | 12/18/2026 | No | 3 | 19 | None | |
| NBIS | Nebius Group N.V. - Class A | Options Chain | 10.50 | 11.55 | 2.00 | 5.00 | 0.40 | 0.96 | 22 | 15 | -0.30 | -0.18 | 154.69 | 115.00 | 12/31/2026 | No | 3 | 22 | None | |
| IREN | Iris Energy Ltd | Options Chain | 1.75 | 1.81 | 0.37 | 1.00 | 0.37 | 1.09 | 11 | 6 | -0.29 | -0.03 | 19.95 | 17.00 | 12/31/2026 | No | 4 | 42 | None | |
| DNA | Ginkgo Bioworks Holdings Inc - Class A | Options Chain | 0.60 | 1.00 | 0.37 | 1.00 | 0.37 | 1.09 | 3 | 4 | -0.30 | -0.01 | 10.35 | 9.00 | 12/18/2026 | No | 12 | 29 | None | |
| FRVO | Fervo Energy Co. - Class A | Options Chain | 0.70 | 0.80 | 0.35 | 1.00 | 0.35 | 1.11 | 112 | 52 | -0.24 | -0.02 | 12.84 | 10.00 | 12/18/2026 | No | 3 | 17 | None | |
| ERO | Options Chain | 0.80 | 1.30 | 0.35 | 1.00 | 0.35 | 0.59 | 1 | 15 | -0.26 | -0.03 | 31.19 | 27.00 | 12/18/2026 | No | 3 | 20 | None | ||
| TWST | Twist Bioscience Corp | Options Chain | 6.30 | 7.60 | 1.70 | 5.00 | 0.34 | 0.92 | 24 | 7 | -0.29 | -0.15 | 122.59 | 100.00 | 12/18/2026 | Yes | 10 | 50 | None | |
| MSTR | Strategy Inc - Class A | Options Chain | 6.60 | 7.85 | 1.68 | 5.00 | 0.34 | 0.77 | 16 | 15 | -0.29 | -0.13 | 122.35 | 105.00 | 12/31/2026 | No | 6 | 60 | None | |
| PLTR | Palantir Technologies Inc - Class A | Options Chain | 5.80 | 6.70 | 1.67 | 5.00 | 0.33 | 0.47 | 1 | 35 | -0.29 | -0.12 | 172.40 | 160.00 | 12/31/2026 | No | 11 | 52 | None |