They do (www.academy.com) but they don't have any locations anywhere near Delaware, and they don't sell ammo online. I'd try Walmart first.
The places where I've shopped ammo online don't offer much in the way of a price break for ordering in quantity. When ammo was hard to find, buying a bunch at a time was worth it (to me). But when it's readily available, it's been cheaper for me to buy it at the store. Here in Florida, Academy and Walmart both beat every online seller I've found in price, even with large amounts.
"An armed society is a polite society." Robert A. Heinlein
"After a shooting spree, they always want to take the guns away from the people who didn't do it. I sure as hell wouldn't want to live in a society where the only people allowed guns are the police and the military."
William S. Burroughs