Which stocks have the highest call option delta?
3/28/2025 10:54am
The stocks with the highest call option delta are as follows:
Top 10 Sorted by Call Option Delta
|show_name|show_code|market_code|code|Option Code|type|delta|Option Name|Closing Price|Percentage Change|Trading Volume|Trading Turnover|Open Interest|Implied Volatility|spread|Days To Expiration|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|CMRX CALL|20250815 4|UAOS|CMRX20250815C4|CMRX20250815C4|call|0.9999999999999999|CMRX 20250815 4 CALL|4.47|0|20|8940|270|15.2|5.305958|141|
|MRNA CALL|20250425 24|UAOS|MRNA20250425C24|MRNA20250425C24|call|0.9999999999999999|MRNA 20250425 24 CALL|8.2|0|1|820|0|12.6|6.268804|29|
|OTLY CALL|20260116 0.5|UAOS|OTLY20260116C0.5|OTLY20260116C0.5|call|0.9999999999999999|OTLY 20260116 0.5 CALL|0.12|-7.692308000000001|30|340|6596|41.8|50|295|
|KD CALL|20260116 22|UAOS|KD20260116C22|KD20260116C22|call|0.9999999999999999|KD 20260116 22 CALL|10.1|-33.639947|3|2990|165|5.800000000000001|10.028735|295|
|SPY CALL|20250516 315|UAOS|SPY20250516C315|SPY20250516C315|call|0.9999999999999999|SPY 20250516 315 CALL|253.88|-0.318034|43|1094807|0|19.400000000000002|0.338417|50|
|CAH CALL|20250328 128|UAOS|CAH20250328C128|CAH20250328C128|call|0.9999999999999999|CAH 20250328 128 CALL|7|29.629630000000002|1|700|917|10.8|19.29205|1|
|PRTS CALL|20250417 0.5|UAOS|PRTS20250417C0.5|PRTS20250417C0.5|call|0.9999999999999999|PRTS 20250417 0.5 CALL|0.53|32.5|1|53|2246|36.6|25.672474|21|
|TQQQ CALL|20250417 45|UAOS|TQQQ20250417C45|TQQQ20250417C45|call|0.9999999999999998|TQQQ 20250417 45 CALL|16.85|-24.269663|15|25275|163|16.400000000000002|11.957025|21|
|ESLT CALL|20250417 310|UAOS|ESLT20250417C310|ESLT20250417C310|call|0.9999999999999998|ESLT 20250417 310 CALL|75.5|82.36715|1|7550|3|12|4.551278|21|
|OCFT CALL|20250417 5|UAOS|OCFT20250417C5|OCFT20250417C5|call|0.9999999999999998|OCFT 20250417 5 CALL|1.75|0|1|175|63|15.6|19.671896999999998|21|
These stocks have call options with the highest delta values, indicating that they are likely to experience the greatest increase in price if the underlying asset's price rises. However, it's important to note that high delta values also mean that these stocks have call options with higher volatility and greater sensitivity to price movements.