Exporter Option Strategies
Written by QuantArt Market
Forex Hedging | 10 min Read
Updated on : 25th March 2021

Please find below the pricing.
Spot Reference:- 72.50
Month | Apr-21 | |
---|---|---|
Sl. No. | Strategy name | Cost |
1 | Forward | -0.49 |
2 | Plain Put strike at 72.5 | 0.23 |
3 | Plain Put strike at 72 | 0.10 |
4 | Plain Put strike at 71.5 | 0.04 |
5 | Plain Put strike at 71 | 0.01 |
6 | Plain Put strike at 73 | 0.48 |
7 | Range Forward (Buy Put at 72.5/Sell Call at 74.5) | 0.13 |
8 | Range Forward (Buy Put at 72.5/Sell Call at 73.5) | -0.05 |
9 | Range Forward (Buy Put at 73/Sell Call at 74) | 0.30 |
10 | Range Forward (Buy Put at 72/Sell Call at 74.5) | -0.01 |
11 | Range Forward (Buy Put at 72/Sell Call at 74) | -0.08 |
12 | Range Forward (Buy Put at 72/Sell Call at 73.75) | -0.13 |
13 | Put Spread (Buy Put at 72.5/Sell Put at 71.5) | 0.20 |
14 | Put Spread (Buy Put at 71.5/Sell Put at 70.5) | 0.04 |
Month | May-21 | |
---|---|---|
Sl. No. | Strategy name | Cost |
1 | Forward | -0.75 |
2 | Plain Put strike at 72.5 | 0.35 |
3 | Plain Put strike at 72 | 0.20 |
4 | Plain Put strike at 71.5 | 0.11 |
5 | Plain Put strike at 71 | 0.06 |
6 | Plain Put strike at 73 | 0.58 |
7 | Range Forward (Buy Put at 72.5/Sell Call at 74.5) | 0.03 |
8 | Range Forward (Buy Put at 72.5/Sell Call at 74) | -0.08 |
9 | Range Forward (Buy Put at 73/Sell Call at 74) | 0.14 |
10 | Range Forward (Buy Put at 72/Sell Call at 75) | -0.03 |
11 | Range Forward (Buy Put at 71.5/Sell Call at 75.5) | -0.05 |
12 | Range Forward (Buy Put at 71/Sell Call at 76.25) | -0.03 |
13 | Put Spread (Buy Put at 72.5/Sell Put at 71.5) | 0.25 |
14 | Put Spread (Buy Put at 71.5/Sell Put at 70.5) | 0.08 |
Month | Jun-21 | |
---|---|---|
Sl. No. | Strategy name | Cost |
1 | Forward | -1.10 |
2 | Plain Put strike at 72.5 | 0.39 |
3 | Plain Put strike at 72 | 0.25 |
4 | Plain Put strike at 71.5 | 0.16 |
5 | Plain Put strike at 71 | 0.09 |
6 | Plain Put strike at 73 | 0.59 |
7 | Range Forward (Buy Put at 72.75/Sell Call at 74.5) | -0.09 |
8 | Range Forward (Buy Put at 72.5/Sell Call at 74.75) | -0.12 |
9 | Range Forward (Buy Put at 72.5/Sell Call at 73.75) | 0.00 |
10 | Range Forward (Buy Put at 72.1/Sell Call at 75.6) | -0.06 |
11 | Range Forward (Buy Put at 72.25/Sell Call at 75.2) | -0.09 |
12 | Range Forward (Buy Put at 71.85/Sell Call at 75.75) | -0.09 |
13 | Put Spread (Buy Put at 72.5/Sell Put at 71.5) | 0.24 |
14 | Put Spread (Buy Put at 71.5/Sell Put at 70.5) | 0.10 |
Month | Jul-21 | |
---|---|---|
Sl. No. | Strategy name | Cost |
1 | Forward | -1.43 |
2 | Plain Put strike at 72.5 | 0.42 |
3 | Plain Put strike at 72 | 0.30 |
4 | Plain Put strike at 71.5 | 0.20 |
5 | Plain Put strike at 71 | 0.13 |
6 | Plain Put strike at 73 | 0.61 |
7 | Range Forward (Buy Put at 72.5/Sell Call at 76.5) | 0.04 |
8 | Range Forward (Buy Put at 73/Sell Call at 75) | -0.08 |
9 | Range Forward (Buy Put at 73/Sell Call at 75.4) | 0.02 |
10 | Range Forward (Buy Put at 72.45/Sell Call at 75.95) | -0.07 |
11 | Range Forward (Buy Put at 71.95/Sell Call at 76.7) | -0.07 |
12 | Range Forward (Buy Put at 73.45/Sell Call at 74.45) | -0.03 |
13 | Seagull (Buy Put at 73.5/Sell Put at 72/Sell Call at 75) | -0.13 |
14 | Seagull (Buy Put at 73.25/Sell Put at 71.75/Sell Call at 75.25) | -0.14 |
Month | Aug-21 | |
---|---|---|
Sl. No. | Strategy name | Cost |
1 | Forward | -1.74 |
2 | Plain Put strike at 72.5 | 0.45 |
3 | Plain Put strike at 72 | 0.33 |
4 | Plain Put strike at 71.5 | 0.23 |
5 | Plain Put strike at 71 | 0.16 |
6 | Plain Put strike at 73 | 0.63 |
7 | Range Forward (Buy Put at 73.25/Sell Call at 76.25) | 0.11 |
8 | Range Forward (Buy Put at 72.5/Sell Call at 77.5) | 0.05 |
9 | Range Forward (Buy Put at 72.25/Sell Call at 76.75) | -0.14 |
10 | Range Forward (Buy Put at 73.25/Sell Call at 75.25) | -0.13 |
11 | Range Forward (Buy Put at 73/Sell Call at 76) | -0.05 |
12 | Seagull (Buy Put at 74/Sell Put at 72.5/Sell Call at 75.5) | -0.14 |
13 | Seagull (Buy Put at 73.5/Sell Put at 72/Sell Call at 76.5) | -0.04 |
14 | Seagull (Buy Put at 73/Sell Put at 71.5/Sell Call at 77) | -0.07 |
Month | Sep-21 | |
---|---|---|
Sl. No. | Strategy name | Cost |
1 | Forward | -2.06 |
2 | Plain Put strike at 72.5 | 0.47 |
3 | Plain Put strike at 72 | 0.35 |
4 | Plain Put strike at 71.5 | 0.26 |
5 | Plain Put strike at 71 | 0.18 |
6 | Plain Put strike at 73 | 0.64 |
7 | Range Forward (Buy Put at 72.5/Sell Call at 77.5) | -0.10 |
8 | Range Forward (Buy Put at 75/Sell Call at 76) | 0.73 |
9 | Range Forward (Buy Put at 72/Sell Call at 78) | -0.14 |
10 | Range Forward (Buy Put at 73/Sell Call at 77) | -0.02 |
11 | Range Forward (Buy Put at 73.5/Sell Call at 76) | -0.04 |
12 | Seagull (Buy Put at 74.5/Sell Put at 73/Sell Call at 76.5) | -0.06 |
13 | Seagull (Buy Put at 74/Sell Put at 72.5/Sell Call at 77) | -0.04 |
14 | Seagull (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 Date | Jan-21 | GBP | EUR | USD | Zero Cost Pricing | ||||
---|---|---|---|---|---|---|---|---|---|
Spot Ref | 99.81 | 90.25 | 73.1 | Spot Ref | |||||
Sl. No | Tenor | Fwd Pips Bid | Fwd Rate Bid | Fwd Pips Bid | Fwd Rate Bid | Fwd Pips Bid | Fwd Rate Bid | Buy Put | Sell Call |
1 | 29-01-2021 | 0.23 | 100.0 | 0.24 | 90.49 | 0.16 | 73.4 | 73.1 | 73.40 |
2 | 26-02-2021 | 0.53 | 100.3 | 0.55 | 90.80 | 0.37 | 73.6 | 73.1 | 73.85 |
3 | 31-03-2021 | 0.92 | 100.7 | 0.95 | 91.20 | 0.64 | 73.9 | 73.1 | 74.43 |
4 | 30-04-2021 | 1.31 | 101.1 | 1.35 | 91.60 | 0.92 | 74.2 | 73.1 | 75.03 |
5 | 28-05-2021 | 1.68 | 101.5 | 1.73 | 91.98 | 1.18 | 74.4 | 73.1 | 75.63 |
6 | 30-06-2021 | 2.16 | 102.0 | 2.21 | 92.46 | 1.52 | 74.8 | 73.1 | 76.39 |
7 | 30-07-2021 | 2.56 | 102.4 | 2.62 | 92.87 | 1.80 | 75.1 | 73.1 | 77.05 |
8 | 31-08-2021 | 2.98 | 102.8 | 3.05 | 93.30 | 2.10 | 75.3 | 73.1 | 77.73 |
9 | 30-09-2021 | 3.38 | 103.2 | 3.46 | 93.71 | 2.38 | 75.6 | 73.1 | 78.38 |
10 | 29-10-2021 | 3.76 | 103.6 | 3.85 | 94.10 | 2.64 | 75.9 | 73.1 | 78.99 |
11 | 30-11-2021 | 4.19 | 104.0 | 4.29 | 94.54 | 2.93 | 76.2 | 73.1 | 79.65 |
12 | 31-12-2021 | 4.61 | 104.4 | 4.71 | 94.96 | 3.22 | 76.5 | 73.1 | 80.27 |
13 | 31-01-2022 | 5.02 | 104.8 | 5.14 | 95.39 | 3.51 | 76.8 | 73.1 | 80.86 |
14 | 28-02-2022 | 5.36 | 105.2 | 5.53 | 95.78 | 3.77 | 77.0 | 73.1 | 81.44 |
15 | 31-03-2022 | 5.825 | 105.6 | 5.96 | 96.21 | 4.07 | 77.3 | 73.1 | 82.09 |
16 | 29-04-2022 | 6.225 | 106.0 | 6.37 | 96.62 | 4.34 | 77.6 | 73.1 | 82.70 |
17 | 31-05-2022 | 6.67 | 106.5 | 6.83 | 97.08 | 4.65 | 77.9 | 73.1 | 83.38 |
18 | 30-06-2022 | 7.0925 | 106.9 | 7.25 | 97.50 | 4.94 | 78.2 | 73.1 | 84.01 |
19 | 29-07-2022 | 7.5 | 107.3 | 7.67 | 97.92 | 5.23 | 78.5 | 73.1 | 84.63 |
20 | 31-08-2022 | 7.965 | 107.8 | 8.15 | 98.40 | 5.55 | 78.8 | 73.1 | 85.34 |
21 | 30-09-2022 | 8.3925 | 108.2 | 8.60 | 98.85 | 5.85 | 79.1 | 73.1 | 85.97 |
22 | 30-10-2022 | 8.835 | 108.6 | 9.05 | 99.30 | 6.16 | 79.4 | 73.1 | 86.63 |
23 | 30-11-2022 | 9.2675 | 109.1 | 9.50 | 99.75 | 6.46 | 79.7 | 73.1 | 87.29 |
24 | 30-12-2022 | 9.7025 | 109.5 | 9.95 | 100.20 | 6.77 | 80.0 | 73.1 | 87.97 |