Position Sizing

Master the "Foundation of Survival." Learn how to determine exactly how much to risk on every trade, including your Calendar Spreads.

Risk Management Capital Preservation Essential

What is Position Sizing?

Position sizing is the process of deciding how many shares or contracts to trade based on your total account size and your risk tolerance. It is the math that keeps you in the game when markets turn against you.

The "1% Rule"

A professional standard is to never risk more than 1% to 2% of your total account capital on any single trade idea. If you have a ₹10,00,000 account, you should not lose more than ₹10,000 if your trade hits its stop loss.

Position Size = (Account Size × Risk %) / (Entry Price - Stop Loss Price)

Applying this to a Calendar Spread: You must calculate your maximum potential loss (which is the cost to open the spread) and ensure that this specific dollar amount does not exceed your 1-2% risk threshold.

Why it Matters for Calendar Spreads

Because strategies like the Calendar Spread rely on time decay and market neutrality, they can be deceptive. A sudden, unexpected volatility spike can expand the premium of your short option, quickly increasing the loss beyond what you intended. Strict position sizing ensures that even a "Black Swan" event on a single spread cannot destroy your long-term account health.