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 |
|---|---|---|---|---|
| NVDATHIS POSTBull 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 |
| DELLBull 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
NVIDIA Corporation (NVDA) is the dominant force in graphics processing units and accelerated computing infrastructure, operating within the Technology sector. The stock has remained a focal point for options traders given its elevated implied volatility relative to broader market conditions. As of July 15, 2026, NVDA is trading above the $210 level, reflecting sustained institutional interest and a market structure that continues to price meaningful near-term uncertainty into its options chain. That elevated implied volatility, while reflecting risk, also creates a favorable environment for premium-selling strategies — particularly when strike placement can be anchored well below current price levels.
Why This Trade Setup
The Bull Put Spread is a defined-risk, premium-collection strategy that profits when the underlying stays above the short put strike at expiration. By selling a put at one strike and buying a lower-strike put as a hedge, the position caps both potential gain and potential loss — making it well-suited for disciplined portfolio construction. With 16 days to expiration, time decay works in the position's favor from day one. The composite quantitative score of 0.81 — derived from Black-Scholes probability modeling, implied volatility regime classification, and momentum analysis — reflects a structurally sound setup. The strikes are placed meaningfully out-of-the-money relative to the current underlying price, and the probability-weighted analysis supports a high likelihood of the spread expiring worthless, allowing the trader to retain the full net credit. Neutral momentum reduces the risk of a sharp directional move undermining the position before expiration.
Key Risks
- Gap risk: A sudden, sharp decline in NVDA — driven by earnings surprises, macro shocks, or sector-wide selloffs — could push the stock below the short put strike before expiration.
- Implied volatility expansion: A spike in IV can increase the mark-to-market loss on the position even if price holds steady.
- Early assignment: Short puts carry a small but non-zero risk of early assignment, particularly around dividend dates or periods of extreme market stress.
- Liquidity risk: Wide bid-ask spreads at execution can erode the net credit received.
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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.