Each individual buy or sell position added to the strategy counts as one leg. The limit applies to the total number of legs, whether the strategy contains only options or a combination of futures and options.
For example, a strategy with 6 option legs and 4 futures legs has reached the maximum limit. To add a different leg, remove an existing one first.
| Scenario | Solution |
|---|---|
| I want to replace one of the 10 legs. | Remove the existing leg and add the required leg in its place. |
| My strategy contains both futures and options. | Both futures and option legs count toward the same 10-leg limit. |
| I want to add legs from different underlyings. | All legs in a strategy must belong to the same underlying. |