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 |
|---|---|---|---|---|
| DELLBear Call Spread↗ | 95% | $1,405 | 2 lots | $6,595 |
| TSLABull Put Spread↗ | 95% | $960 | 15 lots | $6,540 |
| SLVTHIS POSTBull Put Spread | 95% | $994 | 153 lots | $6,656 |
| Portfolio Total | $3,359 | 3 trades | $19,790 (+17.0% 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
The iShares Silver Trust (SLV) is one of the most liquid exchange-traded products in the commodities sector, offering direct exposure to silver spot prices. Silver has remained a closely watched asset in 2026, sitting at the intersection of industrial demand — driven by solar and EV manufacturing — and its traditional role as a monetary metal. With SLV trading near the $60 level, the underlying is well above the strike zone under consideration, and implied volatility has remained elevated relative to historical norms. This combination of price positioning and volatility regime is precisely the kind of market structure that systematic options screening is designed to surface.
Why This Trade Setup
A Bull Put Spread is a defined-risk, income-generating strategy that profits when the underlying stays above the short put strike at expiration. By selling a put at a higher strike and buying a lower-strike put as a hedge, the position collects a net credit while capping maximum loss. With SLV trading meaningfully above the short strike, the spread sits comfortably out-of-the-money, and the probability of profit — derived from Black-Scholes pricing models and probability-weighted analysis — is exceptionally high. The QuantMint Score of 0.81, a composite quantitative score built from options pricing models, implied volatility regime assessment, and momentum signals, reflects a well-structured setup. ATM implied volatility near 40% means option premiums are relatively rich, favouring credit strategies. Neutral momentum reduces the risk of a sharp directional move working against the position within the 18-day window to expiration.
Key Risks
The primary risk is a swift, significant decline in silver prices that pushes SLV below the short put strike before expiration. While the probability of this occurring is low based on current modelling, commodities can be subject to sudden macro shocks — including currency moves, geopolitical events, or abrupt shifts in industrial demand data. Because this is a defined-risk spread, maximum loss per contract is capped, and position sizing within a diversified portfolio allocation helps manage overall exposure. Traders should monitor the position if SLV 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.