Stop Slippage Fill Calculator
Add slippage to a stop trigger to estimate the actual fill: longs fill lower, shorts fill higher.
Results
Fill in the inputs and click Calculate.
- Est. Fill Price
- –
- Slippage per Unit
- –
- Extra Loss
- –
Risk disclaimer
In extreme moves, gaps can far exceed assumed slippage and stops may not fill.
Why is a stop not the fill price?
Once triggered, a stop fills at market — in fast markets the fill is usually worse than the trigger (slippage).
This page models slippage as a fixed % of price to prepare you for a worst-case fill.
How to use
- Choose the position direction.
- Enter the stop trigger price and expected slippage (%).
- Optionally enter quantity to estimate the extra loss in dollars.
Formula
- Long fill = trigger × (1 − slippage%)
- Short fill = trigger × (1 + slippage%)
- Extra loss = |fill − trigger| × quantity
Example
Long stop 100, 1% slippage, qty 10 → fill ≈ 99, extra loss 10.
Real slippage can exceed the assumption, especially in thin or violent markets.
FAQ
Is the slippage fixed at my input?
No. Slippage varies with liquidity and volatility — stress with a conservative value.