Today’s model portfolio spans 5 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $4,000 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 · 5 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| NVDABull Put Spread↗ | 95% | $612 | 18 lots | $3,888 |
| MUBear Call Spread↗ | 95% | $720 | 1 lot | $3,280 |
| SMHBear Call Spread↗ | 95% | $352 | 1 lot | $2,148 |
| SLVBear Call Spread↗ | 95% | $490 | 89 lots | $3,960 |
| DELLTHIS POSTBull Put Spread | 95% | $940 | 2 lots | $3,060 |
| Portfolio Total | $3,114 | 5 trades | $16,336 (+19.1% if max profit) |
Equal-weight sizing: $20,000 split across 5 trades at $4,000 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 July 15, 2026, DELL is trading above $410, reflecting sustained institutional interest in its server and AI infrastructure business lines. The stock has attracted attention amid elevated options market activity, with implied volatility running significantly above historical norms — a condition that systematic options screening flags as potentially advantageous for premium-selling strategies. With a neutral momentum reading, the market is not pricing in a strong directional move in either direction over the near term.
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 at a lower strike and buying a further out-of-the-money put for protection, the position collects a net credit while capping maximum loss — making it well-suited to elevated implied volatility environments where options premiums are rich. Here, the strikes are placed meaningfully below the current share price, providing a substantial downside cushion. A composite quantitative score of 0.77 — derived from Black-Scholes probability modelling, implied volatility regime analysis, and momentum factors — supports the setup. The probability of profit, as modelled, sits at a notably high level, reflecting how far out-of-the-money the short strike is relative to current price. With 16 days to expiration, time decay works in the position's favour from day one.
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.
- Elevated implied volatility: While high IV benefits premium sellers at entry, a volatility spike mid-trade can temporarily increase unrealised losses before expiration.
- Early assignment risk: Short puts carry a small risk of early assignment, particularly around dividend dates or periods of extreme market stress.
- Concentration risk: Even within a diversified five-trade portfolio framework, a correlated drawdown across Technology holdings could amplify losses.
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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.