Today’s model portfolio spans 4 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $5,000 budget slice. The post below is a deep dive on one of those trades — use the table to explore the others.
Today’s $20,000 Model Portfolio · 4 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| AMATTHIS POSTBull Call Spread | 74% | $4,395 | 2 lots | $3,605 |
| DRAMBull Call Spread↗ | 65% | $6,743 | 29 lots | $4,858 |
| INTCBull Put Spread↗ | 95% | $1,269 | 6 lots | $4,731 |
| IBITBull Put Spread↗ | 95% | $944 | 59 lots | $4,956 |
| Portfolio Total | $13,351 | 4 trades | $18,150 (+73.6% if max profit) |
Equal-weight sizing: $20,000 split across 4 trades at $5,000 per position. Contracts = floor(position budget ÷ max risk per contract) so each trade stays within its risk envelope. POP = probability of profit at expiration (model-derived). Max Profit = maximum gain if held to expiration and the spread expires at full profit. Click any row to read the full trade analysis.
Company & Market Context
Applied Materials, Inc. (AMAT) is a global leader in semiconductor equipment and materials engineering, supplying the tools and technologies that power chip fabrication for the world's largest foundries and integrated device manufacturers. As a bellwether for the broader semiconductor capital equipment sector, AMAT commands close attention from technology investors. Heading into mid-June 2026, the stock has drawn focus from systematic options screening due to a notably elevated implied volatility environment — with at-the-money implied volatility running well above historical norms — creating a structurally interesting backdrop for defined-risk directional trades.
Why This Trade Setup
The Bull Call Spread expresses a moderately bullish view on AMAT over the next 15 days, targeting a move toward and beyond the short strike while capping both cost and risk. By purchasing a lower-strike call and selling a higher-strike call within the same expiration, the strategy reduces the net debit paid versus an outright long call — a meaningful advantage when implied volatility is elevated and options premiums are rich. The QuantMint Score of 0.8 — a composite quantitative score derived from Black-Scholes probability modelling, implied volatility regime analysis, and momentum signals — reflects a well-structured risk/reward profile. A probability of profit near 74%, as modelled through options pricing frameworks, supports the strike placement relative to current price levels. Momentum is assessed as neutral, meaning the setup relies on continued price stability or a measured upside drift rather than a sharp directional catalyst.
Key Risks
- Capped upside: Gains are limited to the spread width minus the net debit paid; a strong rally beyond the short strike does not add further profit.
- Time decay pressure: With only 15 days to expiration, theta erosion accelerates — a stagnant or declining stock price works against the long call component.
- Volatility crush: A sharp drop in implied volatility could reduce the value of the spread before expiration, even if price moves favourably.
- Gap risk: Adverse overnight or macro-driven moves in the semiconductor sector could push AMAT below the long strike, resulting in maximum loss on the position.
Ready to explore this trade and hundreds more? Request beta access on QuantMint — institutional-grade quantitative analysis built for individual investors.
Important Disclaimer: This content is generated automatically for informational and educational purposes only. It does not constitute financial advice, a solicitation, or a recommendation to buy or sell any security. Options trading involves significant risk and may not be suitable for all investors. You may lose more than your initial investment. Past performance does not guarantee future results. Always conduct your own due diligence and consult a qualified financial advisor before making any investment decisions. QuantMint is not a registered investment adviser.