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 |
|---|---|---|---|---|
| NVDATHIS POSTBull Call Spread | 87% | $5,100 | 40 lots | $4,900 |
| MUBull Call Spread↗ | 68% | $5,638 | 5 lots | $4,362 |
| TSLABear Call Spread↗ | 95% | $628 | 5 lots | $4,372 |
| SLVBull Call Spread↗ | 78% | $4,810 | 65 lots | $4,940 |
| Portfolio Total | $16,175 | 4 trades | $18,575 (+87.1% 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 at the heart of the Technology sector. The stock has remained a focal point for options traders given its elevated implied volatility environment and persistent institutional interest. With the underlying trading near the low-$220s, the options market is pricing in meaningful near-term uncertainty — a condition that systematic options screening models are specifically designed to exploit. A composite quantitative score derived from options pricing models and probability analysis flags NVDA as a high-conviction setup heading into the June expiration cycle.
Why This Trade Setup
The Bull Call Spread expresses a moderately bullish-to-neutral directional view on NVDA over the next 16 days. By purchasing a lower strike call and selling a higher strike call within the same expiration, the strategy caps both maximum gain and maximum loss — a structure well-suited to the current elevated implied volatility regime (ATM IV near 47%). When implied volatility is elevated, long premium strategies benefit from defined, controlled cost structures rather than uncapped exposure. The strikes are placed just around the current underlying price, meaning the trade requires only modest continuation or consolidation to reach full profitability. The probability of profit derived from Black-Scholes modelling is notably high, and the QuantMint Score of 0.85 — a composite of probability-weighted outcomes, implied volatility regime classification, and momentum signals — reinforces the structural edge of this setup. Momentum is currently neutral, which is consistent with a spread rather than an outright directional bet.
Key Risks
- Adverse price movement: A sharp decline in NVDA below the long strike results in the maximum loss of the net debit paid — the full allocated capital at risk across the position.
- Volatility crush: A sudden collapse in implied volatility before expiration can erode the value of the spread even if price moves favourably.
- Short time horizon: At 16 DTE, there is limited time for the trade to recover from an early adverse move. Active monitoring is essential.
- Liquidity risk: Wide bid-ask spreads at execution can meaningfully affect the net debit and reduce the probability-weighted edge.
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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.