Hedging using FX Options

Hedging using FX options

Options are often used as a hedging tool for a spot position. Hedging strategies are usually used to reduce a potential loss on the investment. If the investor buys a spot position at a price of 100, he/she has a profit/loss scenario as shown in the left-hand figure below. If the investor buys a put option, he can change the profit/loss scenario and reduce a potential loss. This is illustrated in the right-hand graph below.

Profit Loss profile for an asset only Profit loss profile for an asset plus an option

The advantage of hedging with options instead of using a "stop" is that you will stay in the market despite temporary movements against your underlying position and still have an unlimited profit scenario. Hence, if the spot temporarily goes against the your Long position but ends up increasing in the long-run, you will still show a profit because you hedged your position. If, however, you had used a stop order, you would have been taken out of the position at the lower stop-price and would thus show a loss. The disadvantage is that you must have a larger gain in the spot before the position makes a profit because you must pay the option's premium.

Hedging Strategies

There are several ways to use options to hedge your open spot positions. The strategy you choose depends on your current position in the spot (i.e. whether you are long or short in the underlying asset) and your expectations for the market.

The following scenarios are divided into strategies for hedging Long and Short positions in the spot. The up- and downside described for each of the hedging strategies are viewed as a contrast to doing nothing, i.e. to just keeping the original spot position.

Long Positions

Short Positions