Today’s model portfolio spans 2 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $10,000 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 · 2 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| GMEBull Call Spread↗ | 35% | $48,024 | 232 lots | $9,976 |
| DELLTHIS POSTBull Call Spread | 35% | $23,458 | 11 lots | $9,542 |
| Portfolio Total | $71,482 | 2 trades | $19,518 (+366.2% if max profit) |
Equal-weight sizing: $20,000 split across 2 trades at $10,000 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 9, 2026, DELL has drawn attention from systematic options screeners due to a notably elevated implied volatility environment — with at-the-money implied volatility running well above historical norms — combined with a confirmed bullish momentum signal. This combination places DELL squarely in focus for directional spread strategies that seek to capitalize on a defined upside move while keeping risk precisely bounded.
Why This Trade Setup
The Bull Call Spread expresses a moderately bullish view on DELL over the next two weeks, targeting a move higher in the share price before the October 23 expiration. By purchasing a lower-strike call and selling a higher-strike call, the structure caps both the maximum gain and the maximum loss — making it a defined-risk, defined-reward position. The trade carries a net debit, meaning the cost paid upfront represents the full capital at risk.
A composite quantitative score of 0.81 — derived from Black-Scholes probability weighting, implied volatility regime analysis, and momentum factors — supports this setup. The elevated implied volatility environment increases option premiums across the board, but the spread structure partially offsets that cost by selling the upper strike. Strike placement reflects a probability-weighted assessment of where price is realistically expected to travel within the 14-day window. The bullish momentum signal further aligns market structure with the directional bias of the trade.
Key Risks
The probability of profit for this setup sits at approximately 35%, meaning the position expires at a loss in the majority of modelled scenarios. The full debit paid is at risk if DELL closes below the long strike at expiration. Elevated implied volatility can compress rapidly on any negative catalyst — earnings surprises, macro shifts, or sector-wide selloffs — accelerating losses before expiration. Position sizing relative to total portfolio capital is critical; the illustrative allocation shown here limits exposure to roughly half of a two-trade 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.