If you're sure that your cup has opened fully in your vagina, but you still experience leaking, it could be one of the following:
If it's full blown "nothing getting into the cup" leakage, then you have missed your cervix. Find your cervix and point the opening toward it during insertion.
If it's leaking like it's overflowing even though it's only partially full, then your cervix might be low and taking up some of the space in your cup. Empty your cup more often or get a cup with higher capacity.
The third kind of leak is what we call "residual slobber." That's when the flow that finds its way into the nooks and crannies of your vagina on the far side of your cup works its way out. It usually looks like a little bit of spotting. This is usually unavoidable. You can wear a cloth pad or period panties to catch the flow.