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Importer Option Strategies

Written by QuantArt Market

Forex Hedging | 10 min Read

Updated on : 15th  January 2021

Best Hedging Strategy For Importers, import port

Please find below the pricing.

Spot Reference :73.10

MonthJan-21 
Sl. No.Strategy nameCost
1Forward0.10
2Plain Call strike at 73.10.30
3Plain Call strike at 73.20.25
4Plain Call strike at 73.50.14
5Plain Call strike at 740.05
6Plain Call strike at 72.50.74
7Call Spread (Buy Call at 73.1/ Sell Call at 74.1)0.26
8Call Spread (Buy Call at 73.1/ Sell Call at 74.6)0.29
9Call Spread (Buy Call at 73.1/ Sell Call at 75.1)0.30
10Call Spread (Buy Call at 73.6/ Sell Call at 74.6)0.11
11Call Spread (Buy Call at 73.6/ Sell Call at 75.6)0.12
12Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.1)0.29
13Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.6)0.25
14Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.85)0.19
15Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.1)0.28
16Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.6)0.24
17Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.85)0.18
18Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.1)0.24
19Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.6)0.20
20Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.85)0.15
21Seagull (Buy Call at 73.35/Sell Call at 74.35/Sell Put at 72.35)0.14
22Seagull (Buy Call at 73.35/Sell Call at 74.35/Sell Put at 72.6)0.12
23Seagull (Buy Call at 73.6/Sell Call at 74.6/Sell Put at 72.6)0.05
24Seagull (Buy Call at 73.6/Sell Call at 75.6/Sell Put at 72.6)0.06
25Seagull (Buy Call at 73.2/Sell Call at 74/Sell Put at 72.1)0.19
26Capped Forward (73.1 to 74.5)0.09
27Capped Forward (73.1 to 75)0.10
28Seagull (Buy Call at 73.2/Sell Call at 75/Sell Put at 72.75)0.17
29Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.75)0.22
30Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.9)0.18
31Range Forward (Buy Call at 73.6/Sell Put at 73)-0.04
32Range Forward (Buy Call at 73.2/Sell Put at 72.1)0.24
33Range Forward (Buy Call at 73.75/Sell Put at 72.25)0.07
MonthFeb-21 
Sl. No.Strategy nameCost
1Forward0.37
2Plain Call strike at 73.10.70
3Plain Call strike at 73.470.52
4Plain Call strike at 740.32
5Plain Call strike at 72.51.12
6Call Spread (Buy Call at 73.1/ Sell Call at 74.1)0.42
7Call Spread (Buy Call at 73.1/ Sell Call at 74.5)0.50
8Call Spread (Buy Call at 73.1/ Sell Call at 75)0.58
9Call Spread (Buy Call at 73.1/ Sell Call at 75.5)0.63
10Call Spread (Buy Call at 73.6/ Sell Call at 75.5)0.39
11Call Spread (Buy Call at 73.6/ Sell Call at 74.5)0.26
12Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.1)0.50
13Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.6)0.41
14Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.85)0.34
15Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.1)0.42
16Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.6)0.34
17Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.85)0.27
18Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.1)0.31
19Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.6)0.23
20Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.85)0.16
21Seagull (Buy Call at 73.6/Sell Call at 74.5/Sell Put at 72.1)0.18
22Seagull (Buy Call at 73.6/Sell Call at 74.5/Sell Put at 72.35)0.15
23Seagull (Buy Call at 73.6/Sell Call at 74.5/Sell Put at 72.6)0.10
24Seagull (Buy Call at 73.47/Sell Call at 75.5/Sell Put at 72.1)0.37
25Capped Forward (73.1 to 74.5)0.18
26Capped Forward (73.1 to 75)0.26
27Seagull (Buy Call at 73.47/Sell Call at 75/Sell Put at 72.75)0.19
28Seagull (Buy Call at 73.37/Sell Call at 75/Sell Put at 72.75)0.23
29Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.9)0.33
30Range Forward (Buy Call at 73.6/Sell Put at 72.5)0.32
31Range Forward (Buy Call at 73.45/Sell Put at 73.1)0.20
32Range Forward (Buy Call at 73.95/Sell Put at 72.95)0.06
33Range Forward (Buy Call at 73.75/Sell Put at 72.25)0.07
MonthMar-21 
Sl. No.Strategy nameCost
1Forward0.66
2Plain Call strike at 73.11.09
3Plain Call strike at 73.760.75
4Plain Call strike at 740.65
5Plain Call strike at 75.60.25
6Plain Call strike at 72.51.50
7Call Spread (Buy Call at 73.1/ Sell Call at 74.5)0.62
8Call Spread (Buy Call at 73.1/ Sell Call at 75)0.74
9Call Spread (Buy Call at 73.1/ Sell Call at 75.5)0.83
10Call Spread (Buy Call at 73.6/ Sell Call at 74.5)0.36
11Call Spread (Buy Call at 73.6/ Sell Call at 75.5)0.57
12Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.1)0.67
13Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.6)0.57
14Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.85)0.50
15Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.1)0.58
16Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.6)0.47
17Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.85)0.40
18Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.1)0.47
19Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.6)0.36
20Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.85)0.29
21Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.1)0.29
22Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.6)0.19
23Seagull (Buy Call at 73.1/Sell Call at 74/Sell Put at 72.85)0.12
24Seagull (Buy Call at 73.6/Sell Call at 74.6/Sell Put at 72.6)0.12
25Seagull (Buy Call at 73.6/Sell Call at 75.1/Sell Put at 72.6)0.23
26Seagull (Buy Call at 73.6/Sell Call at 75.6/Sell Put at 72.6)0.32
27Seagull (Buy Call at 73.76/Sell Call at 75.25/Sell Put at 72.1)0.29
28Capped Forward (73.1 to 75)0.32
29Capped Forward (73.1 to 76)0.48
30Seagull (Buy Call at 73.76/Sell Call at 75/Sell Put at 72.75)0.10
31Seagull (Buy Call at 73.61/Sell Call at 75/Sell Put at 72.75)0.16
32Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.9)0.39
33Range Forward (Buy Call at 73.6/Sell Put at 72.5)0.59
34Range Forward (Buy Call at 73.75/Sell Put at 73.1)0.336146566
35Range Forward (Buy Call at 74.5/Sell Put at 73)0.093925532
MonthApr-21 
Sl. No.Strategy nameCost
1Forward1.00
2Plain Call strike at 73.11.45
3Plain Call strike at 74.10.93
4Plain Call strike at 74.50.77
5Plain Call strike at 750.61
6Plain Call strike at 72.51.87
7Call Spread (Buy Call at 73.1/ Sell Call at 74.5)0.70
8Call Spread (Buy Call at 73.1/ Sell Call at 75)0.85
9Call Spread (Buy Call at 73.1/ Sell Call at 75.5)0.97
10Call Spread (Buy Call at 73.6/ Sell Call at 74.5)0.42
11Call Spread (Buy Call at 73.6/ Sell Call at 75.5)0.69
12Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 71.6)0.95
13Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 72.1)0.88
14Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 72.6)0.77
15Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 71.6)0.85
16Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.1)0.78
17Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.6)0.67
18Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 71.6)0.73
19Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.1)0.66
20Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.6)0.55
21Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 71.6)0.57
22Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.1)0.50
23Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.6)0.39
24Seagull (Buy Call at 74.1/Sell Call at 76.5/Sell Put at 72.1)0.44
25Seagull (Buy Call at 73.5/Sell Call at 75.5/Sell Put at 73)0.33
26Seagull (Buy Call at 73.5/Sell Call at 75/Sell Put at 73)0.21
27Seagull (Buy Call at 74/Sell Call at 75.5/Sell Put at 72.75)0.16
28Capped Forward (73.1 to 75)0.41
29Capped Forward (73.1 to 76)0.63
30Range Forward (Buy Call at 73.6/Sell Put at 72.5)0.89
31Range Forward (Buy Call at 74.1/Sell Put at 73.1)0.48
32Range Forward (Buy Call at 75.1/Sell Put at 73.1)0.14
33Range Forward (Buy Call at 73.6/Sell Put at 72.5)0.59
34Range Forward (Buy Call at 73.75/Sell Put at 73.1)0.336146566
35Range Forward (Buy Call at 74.5/Sell Put at 73)0.093925532
MonthMay-21 
Sl. No.Strategy nameCost
1Forward1.27
2Plain Call strike at 73.11.75
3Plain Call strike at 74.371.08
4Plain Call strike at 741.25
5Plain Call strike at 75.60.68
6Plain Call strike at 72.52.17
7Call Spread (Buy Call at 73.1/ Sell Call at 74.5)0.73
8Call Spread (Buy Call at 73.1/ Sell Call at 75)0.92
9Call Spread (Buy Call at 73.1/ Sell Call at 75.5)1.06
10Call Spread (Buy Call at 73.1/ Sell Call at 76.5)1.28
11Call Spread (Buy Call at 73.6/ Sell Call at 75)0.64
12Call Spread (Buy Call at 73.6/ Sell Call at 75.5)0.77
13Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 71.6)1.01
14Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 72.1)0.94
15Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 72.6)0.83
16Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 71.6)0.90
17Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.1)0.82
18Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.6)0.72
19Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 71.6)0.76
20Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.1)0.69
21Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.6)0.58
22Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 71.6)0.57
23Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.1)0.49
24Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.6)0.39
25Seagull (Buy Call at 74/Sell Call at 76.5/Sell Put at 72.1)0.54
26Seagull (Buy Call at 73.5/Sell Call at 75.5/Sell Put at 72.5)0.51
27Seagull (Buy Call at 73.5/Sell Call at 74.5/Sell Put at 72.5)0.18
28Seagull (Buy Call at 74/Sell Call at 75.5/Sell Put at 72.5)0.25
29Capped Forward (73.1 to 75.5)0.58
30Capped Forward (73.1 to 76)0.69
31Range Forward (Buy Call at 74.5/Sell Put at 73)0.58
32Range Forward (Buy Call at 74.35/Sell Put at 73.1)0.61
33Range Forward (Buy Call at 75.1/Sell Put at 73.6)0.13
34Range Forward (Buy Call at 73.75/Sell Put at 73.1)0.336146566
35Range Forward (Buy Call at 74.5/Sell Put at 73)0.093925532
MonthJun-21 
Sl. No.Strategy nameCost
1Forward1.59
2Plain Call strike at 73.12.08
3Plain Call strike at 74.691.25
4Plain Call strike at 741.57
5Plain Call strike at 75.60.92
6Plain Call strike at 72.52.51
7Call Spread (Buy Call at 73.1/ Sell Call at 74.5)0.77
8Call Spread (Buy Call at 73.1/ Sell Call at 75)0.98
9Call Spread (Buy Call at 73.1/ Sell Call at 75.5)1.15
10Call Spread (Buy Call at 73.1/ Sell Call at 76.5)1.39
11Call Spread (Buy Call at 73.6/ Sell Call at 75)0.68
12Call Spread (Buy Call at 73.6/ Sell Call at 75.5)0.85
13Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 71.6)1.09
14Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 72.1)1.01
15Seagull (Buy Call at 73.1/Sell Call at 76/Sell Put at 72.6)0.90
16Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 71.6)0.95
17Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.1)0.87
18Seagull (Buy Call at 73.1/Sell Call at 75.5/Sell Put at 72.6)0.77
19Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 71.6)0.79
20Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.1)0.71
21Seagull (Buy Call at 73.1/Sell Call at 75/Sell Put at 72.6)0.60
22Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 71.6)0.57
23Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.1)0.50
24Seagull (Buy Call at 73.1/Sell Call at 74.5/Sell Put at 72.6)0.39
25Seagull (Buy Call at 74/Sell Call at 76.5/Sell Put at 72.1)0.61
26Seagull (Buy Call at 73.5/Sell Call at 75.5/Sell Put at 72.5)0.56
27Seagull (Buy Call at 73.5/Sell Call at 74.5/Sell Put at 72.5)0.18
28Seagull (Buy Call at 74/Sell Call at 75.5/Sell Put at 72.5)0.29
29Capped Forward (73.1 to 75.5)0.64
30Capped Forward (73.1 to 76)0.77
31Range Forward (Buy Call at 74.5/Sell Put at 73)0.85
32Range Forward (Buy Call at 74.7/Sell Put at 73.1)0.74
33Range Forward (Buy Call at 75.45/Sell Put at 73.95)0.11
34Range Forward (Buy Call at 73.75/Sell Put at 73.1)0.336146566
35Range Forward (Buy Call at 74.5/Sell Put at 73)0.093925532

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