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 |
|---|---|---|---|---|
| TSLABear Call Spread↗ | 95% | $754 | 11 lots | $4,746 |
| DRAMBear Call Spread↗ | 95% | $774 | 9 lots | $4,626 |
| NVDATHIS POSTBear Call Spread | 95% | $666 | 11 lots | $4,834 |
| AMCBull Put Spread↗ | 95% | $712 | 57 lots | $4,988 |
| Portfolio Total | $2,906 | 4 trades | $19,194 (+15.1% 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
NVIDIA Corporation (NVDA) is the dominant force in GPU computing, powering data centers, professional visualization, and high-performance computing workloads across the Technology sector. NVIDIA has been one of the most closely watched names in the market, with its share price reflecting both extraordinary growth expectations and elevated volatility. As of August 3, 2026, NVDA is trading around the $206 level — well below its recent highs — and implied volatility remains meaningfully elevated at 38.6% on an annualized basis. That elevated IV environment is precisely what makes premium-selling strategies structurally attractive here: options are priced richly relative to realized moves, creating a favorable edge for disciplined spread sellers.
Why This Trade Setup
The Bear Call Spread expresses a neutral-to-moderately-bearish market view: the position profits as long as NVDA stays below the short call strike at expiration, with the long call capping the upside risk. With 18 days to expiration, time decay works in the position's favor from day one. The strikes are placed meaningfully above the current underlying price, providing a substantial buffer before the trade comes under pressure. A composite quantitative score of 0.83 — derived from Black-Scholes probability weighting, implied volatility regime analysis, and momentum assessment — reflects a high-conviction setup. Momentum is currently neutral, reducing the risk of a sharp directional surge through the short strike. The probability-weighted model assigns this trade a 95% probability of profit, making it one of the stronger income setups in today's systematic options screen. Within a $20,000 illustrative portfolio split across four positions, this trade deploys approximately $4,834 of capital at risk across 11 contracts — a disciplined, proportional allocation.
Key Risks
The primary risk is a rapid, sustained rally in NVDA that pushes the stock through and beyond the short call strike before expiration. NVIDIA is a high-beta name prone to sharp moves on earnings announcements, macro catalysts, or sector-wide momentum shifts — all of which can compress the buffer quickly. While the defined-risk structure of the spread caps maximum loss, a full loss scenario would represent a significant drawdown on the allocated capital. Traders should monitor the position actively and have a pre-defined exit plan if NVDA approaches the short strike.
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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.