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

Extrinsic Value

Understand the meaning and definition of Extrinsic Value 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
Delivery Points

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

MORE
Exercise

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

MORE
Covered Call Option Writing

Understand the meaning and definition of Covered Call Option Writing in the context of stock market, trading, and investments.

MORE
Initial Margin

Understand the meaning and definition of Initial Margin in the context of stock market, trading, and investments.

MORE
Open Free Demat Account!

Join our 3.5 Cr+ happy customers

+91
Explore other categories
Enjoy Zero Brokerage on Equity Delivery
4.4 Cr+DOWNLOADS
Enjoy Zero Brokerage On Stock Investments

Get the link to download the App

Get it on Google PlayDownload on the App Store
Open Free Demat Account!
Join our 3.5 Cr+ happy customers