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 |
|---|---|---|---|---|
| BEBear Put Spread↗ | 50% | $6,108 | 7 lots | $4,392 |
| SLVBear Put Spread↗ | 50% | $6,105 | 37 lots | $4,995 |
| NVDATHIS POSTBear Call Spread | 88% | $682 | 22 lots | $4,836 |
| IBITBear Put Spread↗ | 50% | $5,762 | 43 lots | $4,988 |
| Portfolio Total | $18,656 | 4 trades | $19,211 (+97.1% 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 graphics processing units and accelerated computing infrastructure, operating within the Technology sector. The stock has been a focal point for options traders given its elevated implied volatility and sensitivity to broader semiconductor sentiment. As of October 28, 2026, NVDA is trading near $214, and recent price action reflects a bearish momentum regime — a condition identified through systematic options screening and implied volatility analysis. With short-dated implied volatility running elevated relative to historical norms, the options market is pricing in meaningful near-term uncertainty, which creates a defined-risk opportunity for spread traders.
Why This Trade Setup
The Bear Call Spread strategy expresses a neutral-to-bearish market view: the position profits as long as NVDA remains below the short call strike at expiration, which sits meaningfully above the current underlying price. This cushion is a direct output of strike placement informed by Black-Scholes probability modeling and implied volatility regime analysis. The composite quantitative score for this setup — a score derived from options pricing models and probability analysis — registers at a strong 0.85 out of 1.0, reflecting a high probability of profit, favorable volatility conditions, and confirmed bearish momentum. The 16-day expiration window keeps theta decay working in the position's favor while limiting prolonged exposure to unpredictable macro events. The position collects a net credit upfront; that credit is the maximum gain per share, and it is an estimate, not a promise.
Key Risks
The primary risk is a sharp rally in NVDA above the short call strike before expiration. A sudden positive catalyst — such as an earnings pre-announcement, sector rotation into semiconductors, or a broader market surge — could push the stock through both strikes, resulting in the maximum loss per share on the position. Because this is a defined-risk spread, losses are capped at the width of the strikes minus the credit received. Position sizing within a diversified multi-trade portfolio helps manage overall capital exposure, but individual trade losses remain possible.
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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.