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futures-leverage

Futures Position Risk Calculator

Evaluate contract risk, reward distance, and account exposure on open futures legs.

Futures Realized P&L
+₹25,000.00
Points Captured+250.00 pts
Total Traded Units100 Units (2 Lots)
Notional Contract Value₹24,50,000
Return on Deposited Margin+8.50%
Effective Leverage Ratio8.3x

How the Calculation Works

Step 1: Input Valuation

Read parameters and compute total exposure: multiply order quantity by contract unit multiplier.

Step 2: Payoff & Boundary Evaluation

Evaluate terminal return at the selected target price using strict financial mathematical boundary logic.

Step 3: Frictional & Premium Netting

Deduct upfront capital commitments, taxes, or net debits to produce final net profit or loss realization.

Calculation Formula

Total Risk = |Entry - Stop| × Lots × Lot Size

Example Calculation

2 lots Nifty Futures (100 units) with 50-point stop loss.

Outcome: Total Capital at Risk: ₹5,000.00 | Points Risk: 50.00 pts

50 points risk on 100 units equals ₹5,000 maximum loss.

Assumptions & Parameters

  • Stop-loss is assumed to execute without major slippage or gap opening.

Frequently Asked Questions

How do you calculate risk on a futures contract?

Multiply stop-loss distance in points by total contract units (Lots × Lot Size).

Why is risk higher in futures than cash stocks?

Futures are leveraged contracts; a small point move translates to large rupee profit or loss across the entire lot size.

What is an acceptable risk percentage for futures?

Most disciplined traders cap single-trade futures risk at 1% to 2% of total trading equity.

How do overnight gaps affect futures risk?

Market-opening gaps can execute past your stop-loss price, creating larger-than-expected slippage losses.

Does this calculator include margin calls?

It calculates trade capital loss; if losses exceed available free equity, margin calls occur.

How can I limit futures downside?

Use stop-loss market orders or hedge with out-of-the-money options.