Position Sizing for Options Risk: Complete Guide

Size by risk, not ego. Rule: maximum two percent account premium at risk per trade. Adjust by regime: VIX z above 1.5 halves size; max_pain_distance below 0.3 percent near expiry quarters size.

The model outputs a conviction score (probability band width); wider band means smaller size. Lots are a unit, not a risk measure. A one-lot ATM weekly can risk more than a five-lot deferred monthly. Size to survive the wrong ones; the right ones take care of themselves.

Frequently Asked Questions

Q: How much risk per trade?
A: About two percent of premium at risk per position, adjusted by regime.

Q: Why not size by lots?
A: Lots are a quantity, not risk; one lot can risk more than five depending on strike and expiry.

Q: How does VIX change size?
A: Higher VIX z reduces size because gap risk rises.

Q: Why is sizing more important than prediction?
A: Surviving losers preserves capital for the edge to compound.

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By Shakti Tiwari · Options AI research pillar. NISM XII certified. Educational only, not investment advice; verify before acting.

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