Today’s model portfolio spans 3 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $6,667 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 · 3 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| DELLTHIS POSTBear Call Spread | 95% | $1,405 | 2 lots | $6,595 |
| TSLABull Put Spread↗ | 95% | $960 | 15 lots | $6,540 |
| SLVBull Put Spread↗ | 95% | $994 | 153 lots | $6,656 |
| Portfolio Total | $3,359 | 3 trades | $19,790 (+17.0% if max profit) |
Equal-weight sizing: $20,000 split across 3 trades at $6,667 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
Dell Technologies Inc. (DELL) is a global leader in the Technology sector, delivering enterprise infrastructure, personal computing, and cloud solutions to businesses and consumers worldwide. As of August 31, 2026, DELL is trading near $458.65 — a level that places it well below the spread's short strike, a positioning that is central to this trade's appeal. The stock's implied volatility is running notably elevated, a condition that systematically inflates option premiums and creates a more favourable environment for credit-collecting strategies. With momentum currently reading as neutral, there is no strong directional tailwind pushing the stock aggressively higher, which further supports a bearish-to-neutral positioning in the near term.
Why This Trade Setup
A Bear Call Spread is a defined-risk, premium-selling strategy that profits when the underlying stays below the short call strike at expiration. By selling an out-of-the-money call and purchasing a higher-strike call as a hedge, the position collects a net credit while capping maximum loss — making it structurally sound for disciplined position sizing. This setup carries a probability of profit near 95%, as derived from Black-Scholes pricing models and probability-weighted analysis of the current volatility surface. The elevated implied volatility regime is a key driver: it widens the credit collected relative to the spread width, improving the reward-to-risk profile. The composite quantitative score of 0.84 out of 1.0 — a score derived from options pricing models, implied volatility regime classification, and probability analysis — reflects a high-conviction setup within QuantMint's systematic screening framework. With 18 days to expiration, time decay works in the position's favour from day one.
Key Risks
The primary risk is a sharp, sustained rally in DELL above the short call strike before the September 18 expiration. Elevated implied volatility, while beneficial for premium collection, also signals that the market is pricing in the possibility of large price swings — in either direction. A positive earnings surprise, sector rotation into Technology, or a broad market surge could threaten the position. Maximum loss is defined and limited to the spread width minus the credit received, and the illustrative two-contract position sizes this risk to a manageable portion of the overall portfolio.
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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.