Today’s model portfolio spans 2 quantitatively-scored trades across our watchlist.
Each position is sized to fit within a $10,000 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 · 2 Trades
| Ticker & Strategy | POP | Max Profit | Contracts | Allocated |
|---|---|---|---|---|
| SLVBear Call Spread↗ | 78% | $1,488 | 32 lots | $9,734 |
| SPCXTHIS POSTBear Put Spread | 50% | $11,610 | 27 lots | $9,990 |
| Portfolio Total | $13,098 | 2 trades | $19,724 (+66.4% if max profit) |
Equal-weight sizing: $20,000 split across 2 trades at $10,000 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
Space Exploration Technologies Corp. (ticker: SPCX) operates within the Industrials sector, focusing on the design, manufacture, and launch of advanced aerospace systems and spacecraft. As commercial and government space activity continues to expand, SPCX commands significant market attention — and with it, elevated options market activity. As of October 16, 2026, the stock is trading near the $146 range, and implied volatility has climbed to notably elevated levels. This volatility environment is precisely the kind of regime where systematic options screening surfaces high-scoring directional spread opportunities worth examining closely.
Why This Trade Setup
This week's setup is a Bear Put Spread expiring in 14 days, structured with a short put below the current price and a long put above it. The position is a net debit trade that profits if SPCX moves modestly lower or remains under the long strike at expiration. The market view expressed here is mildly bearish, consistent with the bearish momentum signal currently embedded in SPCX's price structure. With ATM implied volatility running exceptionally high, options premiums are rich — a factor that the Black-Scholes-based pricing model weighs when evaluating spread value. The composite quantitative score of 0.84 out of 1.0 — derived from options pricing models, implied volatility regime classification, and probability-weighted analysis — reflects a well-structured setup relative to the current market environment. The probability of profit sits at 50%, appropriate for a directional spread of this width and duration.
Key Risks
The maximum loss on this position is limited to the net debit paid — no more than the capital allocated per contract — making the downside fully defined from entry. However, key risks include:
- Directional risk: If SPCX rallies above the long strike by expiration, the spread expires worthless and the full debit is lost.
- Volatility crush: A sharp drop in implied volatility before expiration can erode the spread's value even if price moves in the anticipated direction.
- Short time horizon: At 14 DTE, there is limited time for the thesis to develop — adverse moves early in the trade leave little room for recovery.
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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.