Today’s model portfolio spans 3 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $6,667 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 · 3 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| PLTRTHIS POSTBull Put Spread | 95% | $948 | 7 lots | $6,052 |
| DELLBull Put Spread↗ | 95% | $1,760 | 8 lots | $6,240 |
| IBITBull Put Spread↗ | 95% | $1,078 | 77 lots | $6,622 |
| Portfolio Total | $3,787 | 3 trades | $18,914 (+20.0% if max profit) |
Equal-weight sizing: $20,000 split across 3 trades at $6,667 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
Palantir Technologies Inc. (PLTR) is a data analytics and software platform company operating in the Technology sector, serving both government and commercial clients with large-scale data integration and decision-support tools. Palantir has remained a closely watched name in the market, with its share price reflecting elevated investor interest and a correspondingly elevated implied volatility environment. As of August 10, 2026, the stock is trading near $174, well above key near-term support levels. This combination of price strength and elevated options premiums creates a structurally attractive environment for premium-selling strategies.
Why This Trade Setup
The Bull Put Spread expresses a moderately bullish-to-neutral directional view: the position profits as long as PLTR remains above the short strike at expiration, which sits meaningfully below the current market price. With 18 days to expiration, time decay works in the position's favour from day one. The setup is supported by a composite quantitative score of 0.84 out of 1.0 — derived from Black-Scholes probability modelling, implied volatility regime analysis, and momentum scoring. ATM implied volatility is running at 50%, which inflates option premiums and improves the credit collected relative to the risk defined by the long put leg. The probability-weighted model assigns this trade a 95% probability of profit, reflecting the substantial buffer between the current price and the short strike. Momentum is currently neutral, consistent with a range-bound or slowly trending market — conditions where short-premium, defined-risk spreads tend to perform well.
Key Risks
- Sharp downside move: A sudden, significant sell-off in PLTR — driven by earnings surprises, macro shocks, or sector rotation — could push the stock below the short strike and erode or eliminate the credit received.
- Volatility expansion: A spike in implied volatility before expiration increases the mark-to-market loss on the position, even if the stock hasn't breached the strikes.
- Early assignment risk: Although defined-risk spreads limit maximum loss, the short put leg carries early assignment risk, particularly around dividend dates or periods of extreme market stress.
- Concentration risk: Allocating a meaningful portion of a portfolio to a single high-beta technology name amplifies sector-specific exposure.
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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.