Trading Behaviour of Individual Traders in the Equity Derivatives Segment (FY25–FY26)

SEBI Department of Economic and Policy Analysis · 2026 · SEBI

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97% of individual F&O traders are mainly option buyers and about 90% of them lose money. Option sellers lose less often but far more when they do. A sample-based picture of the retail flow on the other side of index options.

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At a glance

Level: Beginner: No prior microstructure or stochastic calculus needed
Horizon: Any horizon
Data needed: None to read it; no dataset required Set what data you have
Themes: Options & volatility Microstructure
Assets: Options, Index futures
Market: India

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The Indian market: who trades, who loses, who leads

← Profitability of Individual Traders in the Equity Derivatives Segment (FY25–FY26)Futures and options expiration-day effects: The Indian evidence →

Cite

@techreport{sebi2026trading,
  author = {{SEBI Department of Economic and Policy Analysis}},
  title = {{Trading Behaviour of Individual Traders in the Equity Derivatives Segment (FY25–FY26)}},
  institution = {SEBI},
  year = {2026},
  url = {https://www.sebi.gov.in/sebi\_data/attachdocs/aug-2026/1787233601328.pdf}
}

SEBI Department of Economic and Policy Analysis (2026). Trading Behaviour of Individual Traders in the Equity Derivatives Segment (FY25–FY26). SEBI. https://www.sebi.gov.in/sebi_data/attachdocs/aug-2026/1787233601328.pdf