In the present paper a risk insurance strategy for the agriculture sector is proposed. Specify, the risk of income losses is covered by insurance if income dropped under a certain objectively defined level. Since in the agriculture sector possible opportunity cost losses can arise by the common practice of fixing the product price ex ante to calculate the compensation, a financial strategy, that integrates the insurance contract with a “call” option on a future linked to insured yields, is added for a particular product of high quality and relative to a very restricted area. Moreover it is underlined how it has to be distinguished rational from imprudent behaviours of farmers that, as well known, are usually classificated as economic subjects with low risk-aversion.