As a retail trader, why should I hedge my Futures position with options instead of just exiting

Trading
1

Let’s make these assumptions.

  1. I am a retail trader and just futures trading.

  2. I don’t care about tax consequences.

Now, why should I pay a premium for a PUT call rather than exiting the position? What are the advantages?

2

What do you mean by tax consequences?

3

Put is bought only for large unforeseen gap up or gap down, when neither your stoploss would work, nor your mind would be ready to exit timely.