Call Option; Implied Volatility > 70%; high delta
7/3/2025 11:30am
After my careful screening, there are currently **1,000** call options in the market that have an implied volatility greater than 70% and a delta greater than 0.5. The details are as follows:
Call Option; Implied Volatility > 70%; Delta > 0.5
|show_name|show_code|market_code|code|Option Code|Option Name|Closing Price|Percentage Change|Trading Volume|Trading Turnover|Open Interest|Implied Volatility|spread|Days To Expiration|type|delta|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|TSLL CALL|20250703 11.5|UAOS|TSLL20250703C11.5|TSLL20250703C11.5|TSLL 20250703 11.5 CALL|0.3|57.894737|34507|921982|5024|75.295559|6.0846610000000005|1|call|0.5621705887513218|
|HOOD CALL|20250703 95|UAOS|HOOD20250703C95|HOOD20250703C95|HOOD 20250703 95 CALL|3.89|211.20000000000002|30399|1.0466888E7|13243|71.904552|3.9814000000000003|1|call|0.7295086695005721|
|HOOD CALL|20250703 98|UAOS|HOOD20250703C98|HOOD20250703C98|HOOD 20250703 98 CALL|2.14|229.23076899999998|25618|6650975|8217|73.917152|3.413671|1|call|0.5111425732866782|
|BBAI CALL|20250703 7.5|UAOS|BBAI20250703C7.5|BBAI20250703C7.5|BBAI 20250703 7.5 CALL|0.25|66.666667|23516|634963|6740|97.944579|20.199209|1|call|0.5593824653331018|
|SOXL CALL|20250703 25|UAOS|SOXL20250703C25|SOXL20250703C25|SOXL 20250703 25 CALL|1.22|134.615385|17793|1555561|29848|70.872736|3.8368230000000003|1|call|0.7924468867565126|
|HOOD CALL|20250703 97|UAOS|HOOD20250703C97|HOOD20250703C97|HOOD 20250703 97 CALL|2.64|225.92592599999998|17213|4846733|5051|72.981016|4.142532|1|call|0.586070874539227|
|BULL CALL|20250703 14|UAOS|BULL20250703C14|BULL20250703C14|BULL 20250703 14 CALL|0.3|200|16101|390752|2372|70.9342|12.900101999999999|1|call|0.5176832019334822|
|HOOD CALL|20250703 96|UAOS|HOOD20250703C96|HOOD20250703C96|HOOD 20250703 96 CALL|3.2|223.232323|13895|4183964|6151|71.40186299999999|4.694927|1|call|0.6617123081392557|
|MARA CALL|20250718 18|UAOS|MARA20250718C18|MARA20250718C18|MARA 20250718 18 CALL|1.02|292.30769200000003|13653|1088153|23211|71.52235300000001|3.52562|16|call|0.5070868699623864|
|EDIT CALL|20250718 2.5|UAOS|EDIT20250718C2.5|EDIT20250718C2.5|EDIT 20250718 2.5 CALL|0.3|150|10071|415087|1029|122.710329|23.923854|16|call|0.5907716846410476|