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Introduction
1. Investment vehicle characteristics
2. Recommendations & strategies
3. Economic factors & business information
4. Laws & regulations
Wrapping up
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1.4.1.9 Hedging strategies
Achievable Series 66
1. Investment vehicle characteristics
1.4. Derivatives
1.4.1. Options

Hedging strategies

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A hedging strategy protects a stock position by adding a long option. In the securities industry, a hedge is anything you use to reduce risk in another position.

Definitions
Hedge
Any product, investment, or strategy used to reduce or mitigate risk

Here’s a quick video introduction to this type of option strategy:

Long stock with a long put hedge

A long stock investor’s main concern is the stock price falling, especially a large decline. A long put options contract is a common hedge against that risk because it gives the right to sell at a fixed price, no matter how low the market price goes.

Assume you establish both positions:

Long 100 shares of ABC stock @ $50

Long 1 ABC Jan 50 put @ 6

The put costs $600 (6 × 100 shares). That premium is the cost of the insurance. In return, the investor has the right to sell ABC at $50 even if the stock drops far below $50. If the stock fell to $0, the investor could still exercise the put and sell at $50.

When you hold long stock and a long put together, you hope you never need to exercise the put. That can feel backwards if you’re thinking of the option as a standalone profit opportunity. Here, the put isn’t primarily a “money maker” - it’s protection.

A helpful analogy is car insurance: you don’t buy it because you want to file a claim. You buy it so a bad outcome doesn’t become financially devastating. The long put plays the same role. The investor wants the stock to rise; the put is there to limit losses if the stock falls below $50.


Let’s work through a few examples.

An investor purchases 100 shares of ABC stock at $50 and goes long 1 ABC Jan 50 put at $6. What is the gain or loss if ABC’s market price falls to $20 and the investor takes the most financially prudent action?

Can you figure it out?

(spoiler)

Answer = $600 loss

Action Result
Buy shares -$5,000
Buy put -$600
Exercise - sell shares +$5,000
Total -$600

Because the market price ($20) is below the strike price ($50), the put is in the money (“put down”). The most financially prudent action is to exercise the put and sell the shares at $50, avoiding a much larger loss.

Here’s the logic:

  • Without the put, the stock would be down $30 per share ($50 − $20), or $3,000.
  • With the put, the investor can still sell at $50.
  • Buying at $50 and selling at $50 is a wash on the stock, but the investor still paid the $600 premium.

So the total loss is the premium: $600.

This $600 is the investor’s maximum loss in this hedged position. If the stock falls below $50, the investor can always sell at $50 by exercising the put, no matter how far the market price drops.


Let’s try another example:

An investor buys 100 shares of ABC stock at $50 and goes long 1 ABC Jan 50 put at $6. What is the gain or loss if ABC’s market price rises to $56?

(spoiler)

Answer = $0 (breakeven)

Action Result
Buy shares -$5,000
Buy put -$600
Sell value +$5,600
Total $0

Because the market price ($56) is above the strike price ($50), the put is out of the money and expires worthless.

  • The stock is up $6 per share ($56 − $50) = $600 gain.
  • The put premium was $600.

The stock gain is exactly offset by the premium, so the investor breaks even.

This shows the tradeoff in hedging: the protection isn’t free. With a $6 premium, the stock must rise above $56 for the overall position to show a profit.


One more long stock and long put hedge example:

An investor buys 100 shares of ABC stock at $50 and goes long 1 ABC Jan 50 put at $6. What is the gain or loss if ABC’s market price rises to $90?

(spoiler)

Answer = $3,400 gain

Action Result
Buy shares -$5,000
Buy put -$600
Share value +$9,000
Total +$3,400

Because the market price ($90) is above the strike price ($50), the put is out of the money and expires worthless.

  • The stock is up $40 per share ($90 − $50) = $4,000 gain.
  • Subtract the $600 premium.

Net gain: $4,000 − $600 = $3,400.

This highlights the payoff profile:

  • Maximum loss is limited (to the premium, in this example).
  • Maximum gain is still unlimited because the stock can keep rising.

If you need additional support with this type of hedging strategy, check out this video:

Short stock with a long call hedge

Now let’s look at the other common stock-and-option hedge.

Investors with short stock positions often need a hedge even more than long stock investors. A short seller borrows shares and sells them immediately, hoping the market price falls. Later, they must repurchase the shares to return them.

  • If the market price falls, the repurchase is cheaper and the short seller can profit.
  • If the market price rises, the repurchase is more expensive and the short seller loses money.

Because there’s no upper limit to how high a stock can rise, short selling has unlimited risk. (You can learn more in the short sales chapter.)

A short stock position can be hedged with a long call options contract, which gives the right to buy the stock at a fixed price. Assume an investor sets up this hedge:

Short 100 shares of ABC stock @ 80

Long 1 ABC Jan 85 call @ $3

The call costs $300 (3 × 100 shares). Without the call, the short stock has unlimited loss potential. By paying $300 for the call, the investor caps the worst-case outcome.

You’ll notice the call strike price ($85) is higher than the short sale price ($80). Investors can choose different strikes:

  • An $80 call would let the investor buy back at $80, but it would typically cost more.
  • An $85 call is cheaper, but it allows a larger loss before the hedge fully kicks in.

In this hedged position, the short stock is still the main bet: the investor wants ABC’s market price to fall. The call is there for protection. If the market price rises above $85, the call becomes in the money (“call up”), and exercising it allows the investor to buy back shares at $85 (the worst-case buyback price).


Let’s work through a few examples.

An investor sells short 100 shares of ABC stock at $80 and goes long 1 ABC Jan 85 call at $3. What is the gain or loss if ABC’s market price falls to $50?

(spoiler)

Answer = $2,700 gain

Action Result
Sell short shares +8,000
Buy call -$300
Share buyback cost -$5,000
Total +$2,700

Because the market price ($50) is below the strike price ($85), the call is out of the money and expires worthless.

  • The short stock gains $30 per share ($80 − $50) = $3,000.
  • Subtract the $300 premium.

Net gain: $3,000 − $300 = $2,700.

The further the stock falls, the more the short position gains (up to the maximum gain if the stock goes to $0). In this example, if ABC fell to $0, the stock gain would be $8,000, and the net gain after the $300 premium would be $7,700.


Let’s try another example:

An investor sells short 100 shares of ABC stock at $80 and goes long 1 ABC Jan 85 call at $3. What is the gain or loss if ABC’s market price falls to $77?

(spoiler)

Answer = $0 (breakeven)

Action Result
Sell short shares +8,000
Buy call -$300
Buy back shares -$7,700
Total $0

Because the market price ($77) is below the strike price ($85), the call is out of the money and expires worthless.

  • The short stock gains $3 per share ($80 − $77) = $300.
  • The call premium is $300.

The premium offsets the stock gain, so the investor breaks even.

This is the same tradeoff you saw with the long-stock hedge: the hedge costs money. Here, the stock must fall below $77 for the overall position to be profitable.


One last short stock & long call hedge example:

An investor sells short 100 shares of ABC stock at $80 and goes long 1 ABC Jan 85 call at $3. What is the gain or loss if ABC’s market price rises to $100 and the investor takes the most financially prudent action?

(spoiler)

Answer = $800 loss

Action Result
Sell short shares +8,000
Buy call -$300
Exercise - buy back shares -$8,500
Total -$800

Because the market price ($100) is above the strike price ($85), the call is in the money (“call up”). The most financially prudent action is to exercise the call and buy back the shares at $85 to avoid a larger loss.

Here’s the logic:

  • Without the call, buying back at $100 would create a $20 per share loss ($100 − $80) = $2,000.
  • With the call, the investor buys back at $85.
  • Selling short at $80 and buying back at $85 creates a $5 per share loss = $500.
  • Add the $300 premium.

Total loss: $500 + $300 = $800.

This $800 is the investor’s maximum loss in this hedged position. If the stock rises above $85, the investor can always buy back at $85 by exercising the call, no matter how high the market price goes.

If you need additional support with this type of hedging strategy, check out this video:

Key points

Hedging strategies

  • Long option with a stock position
  • Long option protects stock from risk

Long stock hedge

  • Long stock & long put
  • Market sentiment: bullish
  • Put shields long stock from risk

Short stock hedge

  • Short shares & long call
  • Market sentiment: bearish
  • Call shields short stock from risk

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