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 |
| TSLATHIS POSTBull Put Spread | 95% | $960 | 15 lots | $6,540 |
| SLVBull 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
Tesla, Inc. (TSLA) is the dominant name in the Consumer Cyclical sector's electric vehicle segment, with expanding operations across energy storage, autonomous driving software, and AI-adjacent hardware. As of August 31, 2026, TSLA is trading near $368, holding a level that reflects a broadly constructive price structure over the near term. The stock remains a high-profile name in options markets, consistently generating elevated implied volatility — a condition that systematic options screening models actively seek out when evaluating premium-selling opportunities. That elevated volatility environment is precisely what makes TSLA a candidate for a defined-risk income strategy this week.
Why This Trade Setup
The strategy here is a Bull Put Spread expiring September 18, 2026 — an 18-day trade that collects a net credit by selling a put at a lower strike and buying a further out-of-the-money put for protection. This structure expresses a moderately bullish-to-neutral market view: the position profits in full as long as TSLA remains above the short strike at expiration. The trade does not require a rally — only that the stock avoids a significant decline. With ATM implied volatility running above 40%, options pricing models indicate that premium levels are elevated relative to recent realized moves, favouring the credit-selling side. A composite quantitative score of 0.82 — derived from Black-Scholes probability analysis, implied volatility regime classification, and momentum assessment — places this setup in the high-conviction tier of today's scan. Momentum is currently neutral, which is consistent with a range-bound, premium-decay-friendly environment. The probability-weighted model assigns this trade a 95% probability of profit, with both strikes positioned well below the current underlying price, providing a substantial downside buffer.
Key Risks
The primary risk is a sharp, rapid decline in TSLA shares before expiration — a scenario that is historically plausible given the stock's sensitivity to macro headlines, delivery data, and CEO-related news flow. While the long put leg caps the maximum loss per contract, a move through the short strike would erode the credit collected and could result in the full maximum loss on the position. Elevated implied volatility, while beneficial for premium collection, also signals that the market is pricing in meaningful uncertainty. Position sizing relative to total portfolio capital is therefore critical to managing drawdown risk.
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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.