Importer Option Strategies

Written by QuantArt Market

Forex Hedging | 10 min Read

Updated on : 22nd October  March 2021

Best Hedging Strategy For Importers, import port

Please find below the pricing.

Spot Reference :72.50

MonthMid Apr-21 
Sl. No.Strategy nameCost
1Forward0.25
2Plain Call strike at 72.50.46
3Plain Call strike at 72.740.34
4Plain Call strike at 730.24
5Plain Call strike at 73.50.12
6Plain Call strike at 720.81
7Call Spread (Buy Call at 72.5/ Sell Call at 73.5)0.34
8Call Spread (Buy Call at 72.5/ Sell Call at 74)0.40
9Call Spread (Buy Call at 72.5/ Sell Call at 74.5)0.43
10Call Spread (Buy Call at 73/ Sell Call at 74)0.18
11Call Spread (Buy Call at 73/ Sell Call at 75)0.23
12Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 71.5)0.42
13Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.38
14Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72.25)0.32
15Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 71.5)0.38
16Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.34
17Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72.25)0.29
18Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 71.5)0.32
19Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72)0.28
20Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72.25)0.22
21Seagull (Buy Call at 72.75/Sell Call at 73.75/Sell Put at 71.75)0.22
22Seagull (Buy Call at 72.75/Sell Call at 73.75/Sell Put at 72)0.19
23Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 72)0.12
24Seagull (Buy Call at 73/Sell Call at 75/Sell Put at 72)0.17
25Seagull (Buy Call at 72.74/Sell Call at 74/Sell Put at 71.5)0.27
26Capped Forward (72.5 to 74)0.20
27Capped Forward (72.5 to 74.5)0.24
28Seagull (Buy Call at 72.74/Sell Call at 74.5/Sell Put at 72.5)0.12
29Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.38
30Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.34
31Range Forward (Buy Call at 73/Sell Put at 72)0.18
32Range Forward (Buy Call at 72.75/Sell Put at 71.5)0.32
33Range Forward (Buy Call at 73.25/Sell Put at 71.75)0.14
MonthApr-21 
Sl. No.Strategy nameCost
1Forward0.49
2Plain Call strike at 72.50.73
3Plain Call strike at 72.960.49
4Plain Call strike at 730.47
5Plain Call strike at 73.50.30
6Plain Call strike at 721.09
7Call Spread (Buy Call at 72.5/ Sell Call at 73.5)0.44
8Call Spread (Buy Call at 72.5/ Sell Call at 74)0.55
9Call Spread (Buy Call at 72.5/ Sell Call at 74.5)0.62
10Call Spread (Buy Call at 73/ Sell Call at 74)0.29
11Call Spread (Buy Call at 73/ Sell Call at 75)0.41
12Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 71.5)0.58
13Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.52
14Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72.25)0.47
15Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 71.5)0.51
16Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.45
17Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72.25)0.39
18Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 71.5)0.40
19Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72)0.34
20Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72.25)0.29
21Seagull (Buy Call at 72.75/Sell Call at 73.75/Sell Put at 71.75)0.30
22Seagull (Buy Call at 72.75/Sell Call at 73.75/Sell Put at 72)0.26
23Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 72)0.19
24Seagull (Buy Call at 73/Sell Call at 75/Sell Put at 72)0.31
25Seagull (Buy Call at 72.96/Sell Call at 74/Sell Put at 71.5)0.27
26Capped Forward (72.5 to 74)0.32
27Capped Forward (72.5 to 74.5)0.39
28Seagull (Buy Call at 72.96/Sell Call at 74.5/Sell Put at 72.5)0.15
29Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.52
30Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.45
31Range Forward (Buy Call at 73/Sell Put at 72)0.37
32Range Forward (Buy Call at 72.95/Sell Put at 71.5)0.46
33Range Forward (Buy Call at 73.25/Sell Put at 71.75)0.31
MonthMid May-21 
Sl. No.Strategy nameCost
1Forward0.65
2Plain Call strike at 72.50.94
3Plain Call strike at 73.140.61
4Plain Call strike at 73.50.46
5Plain Call strike at 721.29
6Call Spread (Buy Call at 72.5/ Sell Call at 73.5)0.48
7Call Spread (Buy Call at 72.5/ Sell Call at 74)0.62
8Call Spread (Buy Call at 72.5/ Sell Call at 74.5)0.72
9Call Spread (Buy Call at 72.5/ Sell Call at 75)0.79
10Call Spread (Buy Call at 73/ Sell Call at 75)0.52
11Call Spread (Buy Call at 73/ Sell Call at 74)0.35
12Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 71.5)0.65
13Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.57
14Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72.25)0.51
15Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 71.5)0.55
16Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.47
17Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72.25)0.41
18Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 71.5)0.41
19Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72)0.34
20Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72.25)0.27
21Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 71.5)0.28
22Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 71.75)0.25
23Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 72)0.20
24Seagull (Buy Call at 73.14/Sell Call at 75/Sell Put at 71.5)0.39
25Capped Forward (72.5 to 74)0.33
26Capped Forward (72.5 to 74.5)0.43
27Seagull (Buy Call at 73.14/Sell Call at 74.5/Sell Put at 72.5)0.10
28Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.57
29Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.47
30Range Forward (Buy Call at 73/Sell Put at 72)0.52
31Range Forward (Buy Call at 73.15/Sell Put at 72.5)0.32
32Range Forward (Buy Call at 73.65/Sell Put at 72.65)0.07
33Range Forward (Buy Call at 73.25/Sell Put at 71.75)0.31
MonthMay-21 
Sl. No.Strategy nameCost
1Forward0.75
2Plain Call strike at 72.51.09
3Plain Call strike at 73.280.69
4Plain Call strike at 73.50.60
5Plain Call strike at 721.44
6Call Spread (Buy Call at 72.5/ Sell Call at 73.5)0.50
7Call Spread (Buy Call at 72.5/ Sell Call at 74)0.66
8Call Spread (Buy Call at 72.5/ Sell Call at 74.5)0.77
9Call Spread (Buy Call at 72.5/ Sell Call at 75)0.86
10Call Spread (Buy Call at 73/ Sell Call at 75)0.59
11Call Spread (Buy Call at 73/ Sell Call at 74)0.39
12Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 71.5)0.67
13Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.57
14Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72.25)0.51
15Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 71.5)0.55
16Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.46
17Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72.25)0.39
18Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 71.5)0.40
19Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72)0.30
20Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72.25)0.24
21Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 71.5)0.28
22Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 71.75)0.24
23Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 72)0.19
24Seagull (Buy Call at 73.28/Sell Call at 75.5/Sell Put at 71.5)0.42
25Capped Forward (72.5 to 74)0.32
26Capped Forward (72.5 to 74.5)0.43
27Seagull (Buy Call at 73.28/Sell Call at 74.5/Sell Put at 72.5)0.03
28Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.57
29Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.46
30Range Forward (Buy Call at 73/Sell Put at 72)0.62
31Range Forward (Buy Call at 73.3/Sell Put at 72.5)0.34
32Range Forward (Buy Call at 73.8/Sell Put at 72.8)0.03
MonthMid Jun-21 
Sl. No.Strategy nameCost
1Forward0.94
2Plain Call strike at 72.51.30
3Plain Call strike at 73.470.80
4Plain Call strike at 740.59
5Plain Call strike at 72.91.07
6Plain Call strike at 721.65
7Call Spread (Buy Call at 72.5/ Sell Call at 74)0.72
8Call Spread (Buy Call at 72.5/ Sell Call at 74.5)0.85
9Call Spread (Buy Call at 72.5/ Sell Call at 75)0.95
10Call Spread (Buy Call at 73/ Sell Call at 74)0.43
11Call Spread (Buy Call at 73/ Sell Call at 75)0.67
12Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 71.5)0.83
13Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 72)0.73
14Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 72.25)0.67
15Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 71.5)0.72
16Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.63
17Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72.25)0.56
18Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 71.5)0.59
19Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.50
20Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72.25)0.43
21Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 71.5)0.40
22Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72)0.31
23Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72.25)0.25
24Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 72)0.21
25Seagull (Buy Call at 73/Sell Call at 74.5/Sell Put at 72)0.35
26Seagull (Buy Call at 73/Sell Call at 75/Sell Put at 72)0.45
27Seagull (Buy Call at 73.47/Sell Call at 75/Sell Put at 71.5)0.33
28Capped Forward (72.5 to 74.5)0.49
29Capped Forward (72.5 to 75.5)0.68
30Seagull (Buy Call at 73.47/Sell Call at 75.5/Sell Put at 72.5)0.18
31Seagull (Buy Call at 72.5/Sell Call at 75.5/Sell Put at 72)0.82
32Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 72)0.73
Range Forward (Buy Call at 73/Sell Put at 72)0.80
Range Forward (Buy Call at 73.45/Sell Put at 72.5)0.446185944
Range Forward (Buy Call at 74.2/Sell Put at 72.7)0.104722052
MonthJun-21 
Sl. No.Strategy nameCost
1Forward1.10
2Plain Call strike at 72.51.47
3Plain Call strike at 73.620.89
4Plain Call strike at 740.73
5Plain Call strike at 72.91.24
6Plain Call strike at 721.83
7Call Spread (Buy Call at 72.5/ Sell Call at 74)0.75
8Call Spread (Buy Call at 72.5/ Sell Call at 74.5)0.90
9Call Spread (Buy Call at 72.5/ Sell Call at 75)1.02
10Call Spread (Buy Call at 73/ Sell Call at 74)0.46
11Call Spread (Buy Call at 73/ Sell Call at 75)0.73
12Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 71.5)0.87
13Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 72)0.78
14Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 72.25)0.72
15Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 71.5)0.75
16Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72)0.66
17Seagull (Buy Call at 72.5/Sell Call at 74.5/Sell Put at 72.25)0.60
18Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 71.5)0.61
19Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72)0.51
20Seagull (Buy Call at 72.5/Sell Call at 74/Sell Put at 72.25)0.45
21Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 71.5)0.40
22Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72)0.31
23Seagull (Buy Call at 72.5/Sell Call at 73.5/Sell Put at 72.25)0.24
24Seagull (Buy Call at 73/Sell Call at 74/Sell Put at 72)0.22
25Seagull (Buy Call at 73/Sell Call at 74.5/Sell Put at 72)0.37
26Seagull (Buy Call at 73/Sell Call at 75/Sell Put at 72)0.49
27Seagull (Buy Call at 73.62/Sell Call at 75/Sell Put at 71.5)0.29
28Capped Forward (72.5 to 74.5)0.52
29Capped Forward (72.5 to 75.5)0.74
30Seagull (Buy Call at 73.62/Sell Call at 75.5/Sell Put at 72.5)0.16
31Seagull (Buy Call at 72.5/Sell Call at 75.5/Sell Put at 72)0.88
32Seagull (Buy Call at 72.5/Sell Call at 75/Sell Put at 72)0.78
Range Forward (Buy Call at 73/Sell Put at 72)0.94
Range Forward (Buy Call at 73.6/Sell Put at 72.5)0.518020126
Range Forward (Buy Call at 74.35/Sell Put at 72.85)0.113282863

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