Today’s model portfolio spans 1 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $20,000 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 · 1 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| NVDATHIS POSTBear Call Spread | 95% | $3,404 | 46 lots | $19,596 |
| Portfolio Total | $3,404 | 1 trades | $19,596 (+17.4% if max profit) |
Equal-weight sizing: $20,000 split across 1 trades at $20,000 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
NVIDIA Corporation (NVDA) is the dominant force in graphics processing units and accelerated computing infrastructure, operating within the Technology sector. The stock has been a focal point of institutional and retail attention alike, driven by sustained demand across data centre, gaming, and professional visualisation markets. As of July 8, 2026, NVDA is trading near $203, having experienced significant price appreciation over recent cycles. With at-the-money implied volatility elevated at 41.8% and momentum reading as neutral, the options market is pricing in meaningful uncertainty — a condition that systematic options screening models are specifically designed to exploit for premium-selling strategies.
Why This Trade Setup
The Bear Call Spread is a defined-risk, premium-collection strategy that profits when the underlying stays below the short strike at expiration. It expresses a neutral-to-moderately-bearish market view — appropriate given NVDA's neutral momentum reading and the fact that the short strike sits comfortably above the current price. The position benefits directly from elevated implied volatility: higher IV inflates the premium collected on the short call, improving the credit received relative to the maximum risk. A composite quantitative score of 0.81 — derived from Black-Scholes probability modelling, implied volatility regime analysis, and momentum factors — reflects a structurally well-positioned setup. The probability of profit, as calculated through options pricing models and probability-weighted analysis, stands at 95%, indicating the market assigns a very high likelihood that NVDA remains below the short strike through the 16-day expiration window.
Key Risks
The primary risk is a sharp, rapid rally in NVDA above the short strike before expiration. Catalysts such as unexpected earnings pre-announcements, sector-wide momentum shifts, or macro-driven risk-on moves could push the stock through the spread. While maximum loss is capped by the long call, the full loss is realised if NVDA closes above the long strike at expiration. Elevated implied volatility also means the position can move against you quickly intraday. Active monitoring and a pre-defined exit rule are essential components of managing this trade responsibly.
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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.