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 |
|---|---|---|---|---|
| DRAMBull Put Spread↗ | 95% | $548 | 5 lots | $3,952 |
| TSLATHIS POSTBear Call Spread | 95% | $698 | 9 lots | $3,802 |
| IBITBear Call Spread↗ | 95% | $705 | 94 lots | $3,995 |
| INTCBull Put Spread↗ | 95% | $408 | 1 lot | $2,592 |
| PLTRBear Call Spread↗ | 95% | $907 | 49 lots | $3,994 |
| Portfolio Total | $3,265 | 5 trades | $18,335 (+17.8% 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 operations spanning vehicle manufacturing, energy storage, and software services. As of June 26, 2026, Tesla's share price sits near $377.56 — well below the spread's short strike — following a period of elevated implied volatility that has kept options premiums relatively rich. With momentum currently reading as neutral and no clear directional catalyst driving the stock higher in the near term, the options market is pricing in a wide range of outcomes, creating a favourable environment for premium-collection strategies positioned above the current price.
Why This Trade Setup
A Bear Call Spread is a defined-risk, credit-generating 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 collects a net credit while capping maximum loss. What makes this setup compelling is the combination of factors surfaced by QuantMint's composite quantitative score — a metric derived from Black-Scholes probability modelling, implied volatility regime analysis, and momentum signals. With TSLA's ATM implied volatility at 42.8%, premiums are elevated relative to recent realised moves, favouring the credit seller. The strikes are placed meaningfully above the current price, and probability-weighted analysis assigns this trade a 95% probability of profit — a figure grounded in options pricing model outputs, not speculation. The QuantMint Score of 0.88 out of 1.00 reflects strong alignment across all three scoring dimensions.
Key Risks
- Sharp upside move: A sudden rally in TSLA through the short strike would erode the credit received and could push the position toward maximum loss. Tesla is known for volatile, news-driven price swings.
- Implied volatility expansion: A spike in IV before expiration increases the mark-to-market value of the short call, creating unrealised losses even if the stock hasn't breached the strike.
- Early assignment risk: Although uncommon with short-dated spreads, early assignment on the short call is possible, particularly around dividend or corporate event dates.
- Defined but real capital at risk: With 9 contracts, allocated capital at risk is $3,802 — position sizing should reflect individual risk tolerance.
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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.