F&O / Risk

Why Most F&O Traders Lose

CA Nikhil Gupta·May 2026·3 min readF&O / Risk

Understand SEBI’s finding that 93% of individual equity F&O traders lost money during FY22–FY24 and the behavioural, leverage and cost risks behind it.

The 93% figure is not a slogan about one bad month. It came from SEBI’s study of individual equity-derivatives trading over three financial years.

Quick View

Decision

Decide whether F&O belongs in the investor’s plan at all, before choosing a strategy or broker.

First action

Read the SEBI study and broker risk disclosures.

Core proof

Broker ledger and contract notes.

Main risk

Using salary or emergency money.

Why It Matters

SEBI reported that 93% of individual traders incurred losses in equity futures and options between FY22 and FY24, with aggregate losses exceeding ₹1.8 lakh crore. The study is historical evidence, not a promise that a specific trader will lose or win.

Derivatives create nonlinear outcomes. A small premium or margin can control a much larger exposure, while time decay, volatility, gap risk and forced square-off can move the result faster than a cash-equity investor expects.

Gross trading profit is not the right benchmark. Brokerage, statutory levies, exchange charges, taxes, bid–ask spread, slippage and repeated losses determine the investor’s net result.

Decision Framework

AreaWhat to assessInvestor rule
Capital at riskMoney that can be lost without affecting goals.Exclude emergency and borrowed funds.
Maximum lossWorst credible loss after gaps and execution.Do not rely only on a stop-loss order.
Trading edgeRepeatable reason the strategy should work after costs.Use a written and tested rule.
BehaviourFrequency, revenge trading and position sizing.Set hard limits before trading.

Action Checklist

  1. Read the SEBI study and broker risk disclosures.
  2. Calculate net results after every cost.
  3. Limit position size and daily loss.
  4. Avoid averaging leveraged losses.
  5. Keep a trade journal with rule breaches.
  6. Stop when trading affects household goals.

Practical Example

An individual earns ₹40,000 on winning option trades but loses ₹58,000 on losing trades and pays ₹9,000 in charges and slippage. The headline wins do not change the ₹27,000 net loss.

Evidence to Keep

  • Broker ledger and contract notes.
  • Order and trade book.
  • Daily margin statements.
  • Strategy and position-size rules.
  • Bank transfers to the broker.
  • Monthly net-profit reconciliation.

Warning Signs

  • Using salary or emergency money.
  • Selling options without understanding tail loss.
  • Doubling size after a loss.
  • Counting open profit as realised skill.
  • Ignoring charges and tax records.

How to Analyse

A trader should compare F&O with the simplest alternative: a diversified long-term portfolio aligned with goals. The burden of proof is on the complex strategy, not on the basic investment plan.

Track drawdown, net return, time spent and rule violations for at least a meaningful sample. One profitable week does not establish an edge.

The investor should record the product, entity, amount, expected return source, maximum credible loss, liquidity, cost, holding period and exit route before transferring money. A decision that cannot be explained without a price target or influencer claim is not yet an investment thesis.

Regulations, product terms, charges, taxes and complaint procedures can change. Use the latest official document and the investor’s actual statement rather than an old screenshot or generic online table.

Investor Safety Test

First verify the legal entity and regulated role. A familiar brand, app-store listing, social-media badge or celebrity does not prove that the person receiving money is the registered intermediary.

Second verify the money and asset trail. Payment should move through the appropriate regulated account, and the investment should appear in an independent contract note, depository statement, folio record or lawful product report.

Third compare return with the risk that produces it. High yield, rapid profit, leverage, illiquidity, concentration and complex valuation are not separate from return; they are often the reason the expected return looks attractive.

Fourth preserve evidence. Statements, product documents, risk disclosures, communications, ticket numbers and complaint acknowledgements should be stored outside the app or platform being disputed.

Finally, separate a disappointing market outcome from fraud, mis-selling, unauthorised activity or service failure. The correct complaint route and available relief depend on that distinction.

Frequently Asked Questions

Does the 93% figure apply to every trader?
No. It describes the study population and period, but it shows that losses were widespread.
Can stop-loss orders guarantee the maximum loss?
No. Gaps, illiquidity and execution failure can produce a worse result.
Are option buyers safer than sellers?
They have different risk profiles; buyers can lose the full premium repeatedly, while sellers can face large tail losses.
What is the first safety rule?
Use only risk capital and measure net results after all costs.