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Position Sizing for Options: Start With Rupee Risk

Translate capital, permitted loss, premium distance and contract quantity into one pre-trade risk check.

By Trade Firm Research DeskPublished 12 August 2026Reviewed 12 August 2026

Buying power tells you what an account can place, not what it can responsibly lose. Position sizing begins with a permitted rupee loss and works backward to quantity.

Set the loss budget first

Choose a risk amount based on capital and personal risk capacity before considering the number of lots. The percentage should be small enough that one outcome does not control the account.

Measure entry-to-stop risk

For a long option, the difference between planned entry and stop reference provides an initial per-unit risk estimate. Add realistic allowance for spread and slippage.

  • Premium distance
  • Lot size
  • Number of lots
  • Execution allowance

Recalculate when the trade changes

A different entry, stop or contract changes the risk. Quantity should be recalculated rather than copied from a previous trade.

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