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
QUBT Quantum Computing Inc Options Chain 0.22 0.90 0.22 0.50 0.44 1.08 8 8 0.30 -0.01 8.10 9.50 8/28/2026 Yes 10 35 None
WMT Walmart Inc Options Chain 1.91 2.45 0.39 1.00 0.39 0.30 7 3 0.30 -0.05 112.85 122.00 8/28/2026 Yes 9 55 None
CIFR Cipher Mining Inc Options Chain 1.02 1.51 0.19 0.50 0.38 1.21 45 46 0.30 -0.03 19.83 23.50 8/28/2026 Yes 4 39 None
ASTS AST SpaceMobile Inc - Class A Options Chain 3.10 3.75 0.36 1.00 0.36 1.14 28 17 0.30 -0.09 58.01 73.00 8/28/2026 Yes 5 39 None
PYPL PayPal Holdings Inc Options Chain 0.76 1.95 0.36 1.00 0.36 0.41 7 5 0.29 -0.03 55.30 62.00 8/28/2026 Yes 14 60 None
T AT&T Inc Options Chain 0.36 0.56 0.18 0.50 0.36 0.32 9 712 0.30 -0.01 21.41 23.50 8/28/2026 Yes 13 70 None
ORCL Oracle Corp Options Chain 4.05 5.00 0.33 1.00 0.33 0.62 1 4 0.30 -0.11 133.08 143.00 8/28/2026 No 10 70 None