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 |
|---|---|---|---|---|
| PLTRBear Call Spread↗ | 95% | $882 | 7 lots | $6,118 |
| TSLATHIS POSTBear Call Spread | 95% | $893 | 15 lots | $6,608 |
| IBITBear Call Spread↗ | 95% | $906 | 151 lots | $6,644 |
| Portfolio Total | $2,680 | 3 trades | $19,370 (+13.8% 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
Tesla, Inc. (TSLA) is the dominant name in the Consumer Cyclical sector's electric vehicle segment, with operations spanning vehicle manufacturing, energy storage, and software services. As of September 14, 2026, TSLA is trading near $359, a level that places it meaningfully below the spread's short strike. The stock's implied volatility is elevated relative to many large-cap peers, reflecting the market's ongoing tendency to price in wide potential price swings around Tesla — a characteristic that options sellers can systematically exploit when the directional setup is supportive.
Why This Trade Setup
The Bear Call Spread is a defined-risk, premium-collection strategy that profits when the underlying stays below the short call strike at expiration. By selling a call at a higher strike and buying a further out-of-the-money call as a hedge, the position caps both potential gain and potential loss. This setup expresses a neutral-to-moderately-bearish market view over the next 18 days. With momentum currently neutral and the short strike sitting well above the current price, the strikes are placed in a zone that options pricing models — including Black-Scholes probability analysis — assess as having a high likelihood of expiring worthless. The composite quantitative score of 0.84, derived from implied volatility regime analysis, Black-Scholes probability weighting, and momentum factors, reflects a structurally sound setup. At-the-money implied volatility near 40% means the credit collected is meaningful relative to the width of the spread, improving the reward-to-risk profile. The probability-weighted scoring places this trade among the stronger short-premium setups in today's systematic screen.
Key Risks
- Sharp upside move: A sudden, strong rally in TSLA above the short strike before expiration would pressure the position. Tesla is known for volatile, news-driven price swings.
- Volatility expansion: A spike in implied volatility can increase the mark-to-market loss even before expiration, potentially triggering early exit decisions.
- Event risk: Earnings announcements, product reveals, or macro catalysts within the 18-day window could produce outsized moves that challenge the spread's upper boundary.
- Liquidity risk: In fast-moving markets, bid-ask spreads on TSLA options can widen, affecting fill quality at entry and exit.
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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.