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 |
|---|---|---|---|---|
| PLTRBull Put Spread↗ | 95% | $948 | 7 lots | $6,052 |
| DELLTHIS POSTBull Put Spread | 95% | $1,760 | 8 lots | $6,240 |
| IBITBull Put Spread↗ | 95% | $1,078 | 77 lots | $6,622 |
| Portfolio Total | $3,787 | 3 trades | $18,914 (+20.0% 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. (NYSE: 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 10, 2026, DELL is trading near $460, reflecting its continued relevance in enterprise hardware and hybrid cloud buildout. The stock has attracted systematic options screening attention due to its elevated implied volatility environment — a condition that tends to inflate option premiums and create favourable conditions for credit spread strategies. With momentum reading as neutral, the market is not pricing in a strong directional move in either direction over the near term.
Why This Trade Setup
This trade expresses a moderately bullish-to-neutral market view on DELL over an 18-day holding period. A Bull Put Spread involves selling a put at a higher strike and buying a put at a lower strike, collecting a net credit upfront. The position profits as long as DELL remains above the short put strike at expiration — a wide cushion below the current price. The composite quantitative score of 0.82 out of 1.0 — derived from Black-Scholes probability modelling, implied volatility regime analysis, and momentum scoring — reflects a high-conviction setup. The elevated ATM implied volatility of 76.7% is a key driver: it inflates the premium collected relative to the actual probability-weighted risk, improving the credit-to-risk ratio. A probability of profit near 95%, as modelled under current market structure, underpins the strike placement logic. Within a $20,000 illustrative portfolio split across three positions, this spread is sized at 8 contracts, placing approximately $6,240 of capital at risk for this leg.
Key Risks
- Sharp downside move: A sudden, significant decline in DELL's share price — driven by an earnings surprise, macro shock, or sector rotation — could push the stock below the short put strike, resulting in the maximum loss on the position.
- Volatility expansion: While high IV benefits the initial credit collected, a further spike in implied volatility before expiration can increase the mark-to-market loss if the position needs to be closed early.
- Liquidity risk: Wide bid-ask spreads in a fast-moving market may make it costly to exit or adjust the spread before expiration.
- Short time horizon: With only 18 days to expiration, there is limited time to recover from an adverse move.
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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.