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 |
|---|---|---|---|---|
| MUBull Call Spread↗ | 61% | $3,305 | 1 lot | $2,695 |
| NVDABear Call Spread↗ | 95% | $540 | 18 lots | $3,960 |
| PLTRBull Put Spread↗ | 95% | $512 | 4 lots | $3,488 |
| TSLATHIS POSTBear Call Spread | 95% | $562 | 9 lots | $3,938 |
| SLVBear Call Spread↗ | 95% | $490 | 89 lots | $3,960 |
| Portfolio Total | $5,409 | 5 trades | $18,041 (+30.0% 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
Tesla, Inc. (TSLA) is the dominant name in the Consumer Cyclical sector's electric vehicle segment, with business lines spanning automotive manufacturing, energy storage, and software services. As of June 1, 2026, TSLA shares are trading near $416, a level that places the stock well below the spread's short strike. Implied volatility on TSLA options remains elevated at 45.1% at the money — a regime that systematically inflates option premiums and creates favourable conditions for credit-selling strategies. Momentum readings are currently neutral, suggesting the recent price trend lacks the directional conviction needed to threaten significantly higher levels in the near term.
Why This Trade Setup
The Bear Call Spread is a defined-risk, premium-collection strategy that profits when the underlying stays below the short 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-bearish market view over the next 17 days. The trade's composite quantitative score of 0.82 out of 1.0 — derived from Black-Scholes probability modelling, implied volatility regime analysis, and momentum scoring — reflects a high-conviction setup. The short strike sits meaningfully above the current price, and probability-weighted analysis places the likelihood of full profit retention at 95%. Elevated implied volatility enhances the credit collected relative to the width of the spread, improving the reward-to-risk profile. Within a $4,000 position allocation on a $20,000 illustrative portfolio, this trade deploys capital efficiently across 9 contracts.
Key Risks
- Sharp upside move: A sudden rally in TSLA through the short strike — driven by an earnings surprise, macro catalyst, or sector rotation — would put the position under pressure and could result in the maximum defined loss.
- Volatility expansion: A spike in implied volatility before expiration increases the mark-to-market value of the short call, potentially requiring early exit at a loss.
- Early assignment: Although uncommon on out-of-the-money calls, early assignment risk exists and should be monitored, particularly around dividend or corporate event dates.
- Liquidity risk: Wide bid-ask spreads on TSLA options during low-volume sessions can affect 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.