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Exporter Option Strategies

Written by QuantArt Market

Forex Hedging | 10 min Read

Updated on : 25th  March 2021

Best Hedging Strategy For Importers, import port

Please find below the pricing.
Spot Reference:- 72.50

MonthApr-21 
Sl. No.Strategy nameCost
1Forward-0.49
2Plain Put strike at 72.50.23
3Plain Put strike at 720.10
4Plain Put strike at 71.50.04
5Plain Put strike at 710.01
6Plain Put strike at 730.48
7Range Forward (Buy Put at 72.5/Sell Call at 74.5)0.13
8Range Forward (Buy Put at 72.5/Sell Call at 73.5)-0.05
9Range Forward (Buy Put at 73/Sell Call at 74)0.30
10Range Forward (Buy Put at 72/Sell Call at 74.5)-0.01
11Range Forward (Buy Put at 72/Sell Call at 74)-0.08
12Range Forward (Buy Put at 72/Sell Call at 73.75)-0.13
13Put Spread (Buy Put at 72.5/Sell Put at 71.5)0.20
14Put Spread (Buy Put at 71.5/Sell Put at 70.5)0.04
MonthMay-21 
Sl. No.Strategy nameCost
1Forward-0.75
2Plain Put strike at 72.50.35
3Plain Put strike at 720.20
4Plain Put strike at 71.50.11
5Plain Put strike at 710.06
6Plain Put strike at 730.58
7Range Forward (Buy Put at 72.5/Sell Call at 74.5)0.03
8Range Forward (Buy Put at 72.5/Sell Call at 74)-0.08
9Range Forward (Buy Put at 73/Sell Call at 74)0.14
10Range Forward (Buy Put at 72/Sell Call at 75)-0.03
11Range Forward (Buy Put at 71.5/Sell Call at 75.5)-0.05
12Range Forward (Buy Put at 71/Sell Call at 76.25)-0.03
13Put Spread (Buy Put at 72.5/Sell Put at 71.5)0.25
14Put Spread (Buy Put at 71.5/Sell Put at 70.5)0.08
MonthJun-21 
Sl. No.Strategy nameCost
1Forward-1.10
2Plain Put strike at 72.50.39
3Plain Put strike at 720.25
4Plain Put strike at 71.50.16
5Plain Put strike at 710.09
6Plain Put strike at 730.59
7Range Forward (Buy Put at 72.75/Sell Call at 74.5)-0.09
8Range Forward (Buy Put at 72.5/Sell Call at 74.75)-0.12
9Range Forward (Buy Put at 72.5/Sell Call at 73.75)0.00
10Range Forward (Buy Put at 72.1/Sell Call at 75.6)-0.06
11Range Forward (Buy Put at 72.25/Sell Call at 75.2)-0.09
12Range Forward (Buy Put at 71.85/Sell Call at 75.75)-0.09
13Put Spread (Buy Put at 72.5/Sell Put at 71.5)0.24
14Put Spread (Buy Put at 71.5/Sell Put at 70.5)0.10
MonthJul-21 
Sl. No.Strategy nameCost
1Forward-1.43
2Plain Put strike at 72.50.42
3Plain Put strike at 720.30
4Plain Put strike at 71.50.20
5Plain Put strike at 710.13
6Plain Put strike at 730.61
7Range Forward (Buy Put at 72.5/Sell Call at 76.5)0.04
8Range Forward (Buy Put at 73/Sell Call at 75)-0.08
9Range Forward (Buy Put at 73/Sell Call at 75.4)0.02
10Range Forward (Buy Put at 72.45/Sell Call at 75.95)-0.07
11Range Forward (Buy Put at 71.95/Sell Call at 76.7)-0.07
12Range Forward (Buy Put at 73.45/Sell Call at 74.45)-0.03
13Seagull (Buy Put at 73.5/Sell Put at 72/Sell Call at 75)-0.13
14Seagull (Buy Put at 73.25/Sell Put at 71.75/Sell Call at 75.25)-0.14
MonthAug-21 
Sl. No.Strategy nameCost
1Forward-1.74
2Plain Put strike at 72.50.45
3Plain Put strike at 720.33
4Plain Put strike at 71.50.23
5Plain Put strike at 710.16
6Plain Put strike at 730.63
7Range Forward (Buy Put at 73.25/Sell Call at 76.25)0.11
8Range Forward (Buy Put at 72.5/Sell Call at 77.5)0.05
9Range Forward (Buy Put at 72.25/Sell Call at 76.75)-0.14
10Range Forward (Buy Put at 73.25/Sell Call at 75.25)-0.13
11Range Forward (Buy Put at 73/Sell Call at 76)-0.05
12Seagull (Buy Put at 74/Sell Put at 72.5/Sell Call at 75.5)-0.14
13Seagull (Buy Put at 73.5/Sell Put at 72/Sell Call at 76.5)-0.04
14Seagull (Buy Put at 73/Sell Put at 71.5/Sell Call at 77)-0.07
MonthSep-21 
Sl. No.Strategy nameCost
1Forward-2.06
2Plain Put strike at 72.50.47
3Plain Put strike at 720.35
4Plain Put strike at 71.50.26
5Plain Put strike at 710.18
6Plain Put strike at 730.64
7Range Forward (Buy Put at 72.5/Sell Call at 77.5)-0.10
8Range Forward (Buy Put at 75/Sell Call at 76)0.73
9Range Forward (Buy Put at 72/Sell Call at 78)-0.14
10Range Forward (Buy Put at 73/Sell Call at 77)-0.02
11Range Forward (Buy Put at 73.5/Sell Call at 76)-0.04
12Seagull (Buy Put at 74.5/Sell Put at 73/Sell Call at 76.5)-0.06
13Seagull (Buy Put at 74/Sell Put at 72.5/Sell Call at 77)-0.04
14Seagull (Buy Put at 73.5/Sell Put at 72/Sell Call at 77.5)-0.06

Exporter 24 Month Forward Premium and Zero Cost Range Forward

Spot DateJan-21GBP EUR USD Zero Cost Pricing 
Spot Ref99.8190.2573.1Spot Ref
Sl. NoTenorFwd Pips BidFwd Rate BidFwd Pips BidFwd Rate BidFwd Pips BidFwd Rate BidBuy PutSell Call
129-01-20210.23100.00.2490.490.1673.473.173.40
226-02-20210.53100.30.5590.800.3773.673.173.85
331-03-20210.92100.70.9591.200.6473.973.174.43
430-04-20211.31101.11.3591.600.9274.273.175.03
528-05-20211.68101.51.7391.981.1874.473.175.63
630-06-20212.16102.02.2192.461.5274.873.176.39
730-07-20212.56102.42.6292.871.8075.173.177.05
831-08-20212.98102.83.0593.302.1075.373.177.73
930-09-20213.38103.23.4693.712.3875.673.178.38
1029-10-20213.76103.63.8594.102.6475.973.178.99
1130-11-20214.19104.04.2994.542.9376.273.179.65
1231-12-20214.61104.44.7194.963.2276.573.180.27
1331-01-20225.02104.85.1495.393.5176.873.180.86
1428-02-20225.36105.25.5395.783.7777.073.181.44
1531-03-20225.825105.65.9696.214.0777.373.182.09
1629-04-20226.225106.06.3796.624.3477.673.182.70
1731-05-20226.67106.56.8397.084.6577.973.183.38
1830-06-20227.0925106.97.2597.504.9478.273.184.01
1929-07-20227.5107.37.6797.925.2378.573.184.63
2031-08-20227.965107.88.1598.405.5578.873.185.34
2130-09-20228.3925108.28.6098.855.8579.173.185.97
2230-10-20228.835108.69.0599.306.1679.473.186.63
2330-11-20229.2675109.19.5099.756.4679.773.187.29
2430-12-20229.7025109.59.95100.206.7780.073.187.97

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