NineFifteenAM

Pillar guide · updated monthly

Brokerage, STT and slippage: what one trade really costs

5 min readBy NineFifteenAM

A worked example of what a single Nifty options trade costs on Zerodha, charge by charge, and how those costs turn a small edge into a steady loss.

Short answer

On a Nifty options trade with a ₹100 premium and one lot of 65 units, a round trip costs about ₹63 in brokerage, STT, exchange charges, stamp duty and GST. That is nearly ₹1 per unit, or about 1% of the premium, before any slippage. A strategy that makes 3 points on a win and loses 3 points on a loss, winning 55% of the time, earns about ₹19.50 per trade before costs. After costs it loses about ₹43 per trade. Small targets and short holding times are where costs do the most damage.

A 3-point win on one lot of Nifty options makes ₹195. Charges take about ₹63 of it, roughly a third, before you count slippage. Costs never arrive as one bill. They come in pieces, a bit in brokerage, a bit in tax, a bit in the spread, so they're easy to underestimate.

This guide adds up every piece for one ordinary trade, then shows what that does to a small edge over 100 trades. The example is a Nifty option because that's what my bot trades; the method works for any product. Rates were checked on Zerodha's charges page in September 2026.

The trade

Gross profit: 3 points × 65 units = ₹195.

The charges, one by one

Charge Rate (Zerodha, F&O options) On this trade
Brokerage ₹20 per executed order, buy and sell ₹40.00
STT 0.15% of the premium, sell side only ₹10.04
Exchange transaction charges (NSE) 0.03553% of premium turnover, both sides ₹4.69
SEBI turnover fee ₹10 per crore ₹0.01
Stamp duty 0.003% of the buy side ₹0.20
GST 18% on brokerage, exchange charges and SEBI fee ₹8.04
Total ₹62.97

Rows are rounded to the paisa, so they add up to a paisa more than the unrounded total.

So a trade that made ₹195 before costs made about ₹132 after. The costs took roughly a third of the win. On a losing trade of the same size (a 3-point loss) the costs are almost the same, about ₹62, because most of the bill doesn't depend on whether you won.

Per unit, the round trip costs about ₹0.97 (₹0.96 on a flat trade), close to 1 point of a ₹100 premium. That's the hurdle: the trade has to move about a point in your favour just to break even, before slippage.

Then there's slippage

Slippage isn't on the contract note, so people forget it. It's the gap between the price your signal wanted and the price you got. On a Nifty option it comes from two places:

I don't have a measured slippage figure for my own trades. The column in my log that I first thought was slippage turned out to record signal latency, not fills, so I'm treating slippage here as an assumption. A half-point on each side, which is ₹0.50 on entry and ₹0.50 on exit, is a reasonable allowance for a liquid option in calm conditions. In fast markets or on thin contracts it can be far more.

How costs turn an edge into a loss

Here are three imaginary strategies. Each takes 100 trades on the ₹100 premium, one lot each. Costs are ₹62.60 per round trip, the cost of a flat trade (a 3-point winner costs ₹62.97 and a 3-point loser ₹62.22, so ₹62.60 is a fair middle). Slippage is the half-point-each-side assumption, which is 1 point or ₹65 a trade.

Strategy Gross result per trade Gross over 100 trades After costs After costs and slippage
A: wins 55% of the time, ±3 points +₹19.50 +₹1,950 −₹4,310 −₹10,810
B: wins 50%, wins are 4 points, losses 3 +₹32.50 +₹3,250 −₹3,010 −₹9,510
C: wins 60%, wins are 2 points, losses 3 ₹0 ₹0 −₹6,260 −₹12,760

All three look fine, or even good, before costs. Strategy A wins more than half its trades. Strategy C wins 60% and feels wonderful, but it has no edge at all. All three lose money after costs, and that is before the market takes anything away.

The lesson isn't that these edges are bad. It's that the edge has to be measured net of costs, and that a gross edge of 1 or 2 points on a ₹100 premium, which sounds like a real edge, sits right inside the cost.

What raises or lowers the bill

The same calculation on other trade sizes, with no price change (a flat trade, so you see only the costs):

Premium 1 lot (65 units) 2 lots 4 lots
₹50 ₹54.90 (₹0.84 per unit, 1.7% of premium) ₹62.60 ₹77.99
₹100 ₹62.60 (₹0.96 per unit, 1.0%) ₹77.99 ₹108.79
₹200 ₹77.99 (₹1.20 per unit, 0.6%) ₹108.79 ₹170.37

Two patterns:

Holding time matters too. A strategy that trades ten times a day pays the bill ten times.

What I do with this

I don't try to beat costs with cleverness. I make sure every result I look at is net of them:

  1. Costs go into every backtest and paper trade, on both legs. My guide to backtesting explains why.
  2. I look at the average win in points, not just percent. If the average win is under about 3 points of the premium, costs are a large share of it.
  3. I double the costs as a stress test. If the edge dies, it wasn't there.
  4. I treat slippage as unknown until measured. Record the price your signal wanted and the price you got, and check the field means what you think.

Sources

This guide explains trading costs with made-up example trades, for information only. It is not investment advice or a recommendation to trade any instrument. Rates change, so check current charges before you rely on them. I am not registered with SEBI as an investment adviser or research analyst.

Questions people ask me

How much does one options trade cost on Zerodha?

Brokerage is a flat ₹20 per executed order, so ₹40 for a buy and a sell. On top of that come STT on the sell side, exchange transaction charges, SEBI fees, stamp duty on the buy side and 18% GST on brokerage and exchange charges. For a ₹100 premium and 65 units, my calculation comes to about ₹63 for the round trip.

How many points does a Nifty option need to move to break even?

About 1 point on a ₹100 premium for one lot, just to cover charges. Add slippage on top: with half a point lost on each side, the hurdle becomes about 2 points.

What is STT on options?

Securities Transaction Tax is charged by the government. On options it's a percentage of the premium, paid on the sell side only. I used 0.15% in this example. Check the current rate on Zerodha's charges page, because it has changed before. [My algo trading guide](/guides/algo-trading-india) also has a table of the 2026 STT rates.

What is slippage in trading?

Slippage is the difference between the price you expected and the price you actually got. On options it comes from the bid-ask spread and from the price moving between your signal and your fill. It isn't a fee, so it doesn't appear on your contract note. It shows up as worse prices.

Why do costs matter more for small targets?

Costs are mostly fixed per trade, not per rupee of profit. If your average win is 3 points and the trade costs 1 point to enter and leave, a third of every win is gone. A strategy with a 30-point target barely notices the same cost.

Does trading more lots reduce costs per unit?

Partly. Brokerage is flat per order, so more units share it. STT, exchange charges and stamp duty grow with the trade's value, so they don't shrink per unit. In my example, going from one lot to four cut the cost per unit from about ₹0.96 to about ₹0.42.

brokerageSTTslippagetrading costsnifty optionszerodha charges
N

NineFifteenAM

One trader building an options bot for Indian index markets since early 2026. I write down how it is built, what broke, and what it cost — no tips, no calls, no returns.

Related

29 Sept 2026
Zerodha Kite Connect: what it costs and whether it's worth itWhat Kite Connect costs in 2026, what the free and ₹500 plans include, the rate and data limits you'll hit, and who the paid plan is worth it for.
Guides
29 Sept 2026
What is GIFT Nifty, and how reliable is it as a guide to the open?What GIFT Nifty is, when it trades, and how closely its 7 AM move matched the actual Nifty gap at 9:15 across 125 sessions from March to September 2026.
Guides
29 Sept 2026
How to place your first order with the Kite Connect API in PythonPlace, check and cancel your first order with Zerodha's Kite Connect API in Python, after rehearsing it in a paper mode that sends nothing to the exchange.
Guides