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 |
|---|---|---|---|---|
| TSLABear Call Spread↗ | 95% | $754 | 11 lots | $4,746 |
| DRAMBear Call Spread↗ | 95% | $774 | 9 lots | $4,626 |
| NVDABear Call Spread↗ | 95% | $666 | 11 lots | $4,834 |
| AMCTHIS POSTBull Put Spread | 95% | $712 | 57 lots | $4,988 |
| Portfolio Total | $2,906 | 4 trades | $19,194 (+15.1% 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
AMC Entertainment Holdings, Inc. (NYSE: AMC) is one of the largest movie theatre operators in the world, sitting within the Communication Services sector. The stock has remained a closely watched name among retail and institutional traders alike, owing to its history of elevated volatility and sensitivity to broader consumer sentiment. With the underlying currently trading near the low single digits, options premiums remain richly priced — a direct reflection of the market's uncertainty around the name. That elevated implied volatility environment is precisely what makes AMC an interesting candidate for premium-collection strategies on today's systematic scan.
Why This Trade Setup
The Bull Put Spread is a defined-risk, income-generating strategy that profits when the underlying stays above the short put strike at expiration. By selling a put and simultaneously buying a lower-strike put as a hedge, the position collects a net credit while capping maximum downside — making it well-suited to high-volatility environments where outright short puts carry excessive naked risk.
What makes this setup compelling is the confluence of factors captured in a composite quantitative score derived from options pricing models and probability analysis — specifically Black-Scholes probability weighting, implied volatility regime classification, and momentum assessment. With ATM implied volatility running well above typical levels for this sector, the premium available relative to the risk taken is meaningfully elevated. The probability of profit modelled from current market structure is exceptionally high, and the short strike placement reflects a substantial downside cushion from the current underlying price. Momentum is assessed as neutral, which is consistent with a non-directional, income-focused thesis rather than a speculative long bet.
Key Risks
The primary risk in this position is a sharp, rapid decline in AMC's share price below the short put strike before expiration. While the probability of profit is high, AMC is a structurally volatile stock — news flow around box office performance, debt refinancing, or broader market sell-offs can produce outsized moves in a short window. The spread structure limits maximum loss to a defined amount per contract, but traders should be aware that high implied volatility can expand further, and early assignment risk on the short put — though uncommon — is a factor to monitor as expiration approaches.
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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.