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The conventional put option hedging strategy is the
most basic form of hedging against low prices.
It illustrates the advantage of options in setting
a price floor (at put strike price less the premium, less the basis)
while allowing for you to take advantage of higher cash prices.
The put option fits the analogy of insurance against
lower prices.
The LDP works on top of the put option in providing
increasing (offsetting) income as prices fall below the low 50s.
The "Total Net Price" in this simplified example assumes
that growers would offset/exercise their put options at low futures
prices, as well as maximize their LDP.
Strategies 2-5 show exmaples of how to reduce the
cost of locking in floor price at a more affordable cost.
Notes:
- Local price is assumed to differ from futures by a constant basis.
In reality, this differential is subject to possible "Basis
risk" variations.
- Premiums paid (less received) for bought (or sold) options.
- These values are net of commissions. These values assume only
intrinsic value for purchased options, which is realistic when
the option is close to expiration, or when exercising into a futures
position.
- For illustrative purposes only, future LDP value is represented
as a fixed 14-cents below the A-Index, which is assumed to be a
fixed 7-cents above futures.In reality, the A-index can vary widely
in relation to futures,and also vary to a lesser amount from the
AWP.
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