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The author considers the following BSDE related to option hedging,  \\[ X_t =\\xi+\\int^T_t f(s,X_s,Z_s)\\,ds -\\int^T_t(Z_s,dW_s),\\quad 0\\leq t\\leq T, \\]  where \\(W_s\\) is \\(d\\)-dimensional \\(F_t\\)-Brownian motion on a probability space \\((\\Omega, F, F_t, P)\\) and \\(\\xi\\) the goal to be reached at the maturity \\(T\\). A soluition is a couple of \\(F_t\\)-adapted processes (\\(X_t\\) (wealth) and \\(Z_t\\) (portfolio strategy)). \\(F_t\\) can be regarded as the information field of a non-insider trader at \\(t\\).   Since an insider trader has additional informations, the filtration \\(Y_t\\) of insider trader is bigger than \\(F_t\\). Assuming that \\((F_t,P)\\)-martingale is \\((Y_t,P)\\) semimartingale, the author investigates the BSDE on the insider probability space \\((\\Omega, F, Y_t, P)\\) and compares strategies of an insider trader and a non-insider one. For a finance market with jumps, he adds jump processes to the BSDE and studies similar option hedging 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