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 |
|---|---|---|---|---|
| MUBear Put Spread↗ | 52% | $2,798 | 1 lot | $2,702 |
| CRDOBear Put Spread↗ | 51% | $5,350 | 10 lots | $4,650 |
| DELLTHIS POSTBear Put Spread | 49% | $5,140 | 4 lots | $4,860 |
| SPCXBear Put Spread↗ | 51% | $5,040 | 8 lots | $4,960 |
| Portfolio Total | $18,328 | 4 trades | $17,172 (+106.7% 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
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 October 21, 2026, DELL has drawn significant attention from systematic options screening due to a sharp rise in implied volatility and a pronounced bearish momentum signal. With the stock trading near the upper boundary of a recent distribution range, options pricing models are reflecting elevated uncertainty — a condition that can create well-defined, probability-weighted spread opportunities for disciplined traders.
Why This Trade Setup
The Bear Put Spread is a defined-risk, directional strategy that profits when the underlying declines moderately by expiration. It involves purchasing a higher-strike put and selling a lower-strike put, capping both the potential gain and the maximum loss. This setup expresses a moderately bearish market view on DELL over the next 16 days. What makes this setup notable is the confluence of factors surfaced by QuantMint's composite quantitative score of 0.85 — derived from Black-Scholes probability analysis, implied volatility regime classification, and momentum scoring. ATM implied volatility is running exceptionally elevated at 64.7%, which inflates put premiums and improves the spread's risk/reward profile. The strong bearish momentum reading further aligns the directional bias with current market structure. Strike placement was selected systematically to bracket a high-probability move zone within the expiration window.
Key Risks
- Directional risk: If DELL rallies or holds above the long put strike at expiration, the spread expires worthless and the full premium paid is lost.
- Time decay: With only 16 days to expiration, theta works against the long put leg daily if the stock does not move as anticipated.
- Volatility crush: A sudden drop in implied volatility could reduce the spread's mark-to-market value before expiration, even if the directional move occurs.
- Probability context: A 49% probability of profit means this trade is not a statistical favorite — position sizing relative to total portfolio risk is critical.
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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.