Skip to main content
Derivatives

Long Hedge (Futures)

A long hedge refers to a strategy where an investor takes a long position on a futures contract. This is commonly utilized by hedgers who plan to purchase an asset in the future. However, it can also be employed by speculators who predict an increase in the price of a contract. Essentially, a long hedge serves as a means of managing risk and anticipating market movements.

Related terms

At-the-money

Understand the meaning and definition of At-the-money in the context of stock market, trading, and investments.

MORE
Derivative Security

Understand the meaning and definition of Derivative Security in the context of stock market, trading, and investments.

MORE
Delivery Points

Understand the meaning and definition of Delivery Points in the context of stock market, trading, and investments.

MORE
Put Option

Understand the meaning and definition of Put Option in the context of stock market, trading, and investments.

MORE
American-Style Option

Understand the meaning and definition of American-Style Option in the context of stock market, trading, and investments.

MORE
Expiration Time

Understand the meaning and definition of Expiration Time in the context of stock market, trading, and investments.

MORE

Open Free Demat Account!

Join our 3.8 Cr+ happy customers

+91
Explore other categories
Enjoy Zero Brokerage on Equity Delivery
10 Cr+DOWNLOADS

Enjoy Zero Brokerage On Stock Investments

Get the link to download the App

Scan this QR code to download the app
Get it on Google PlayDownload on the App Store

Open Free Demat Account!

Join our 3.8 Cr+ happy customers
+91