Future V/s Option

In a hedging strategy where you are selling a stock and buying calls, is it preferable to buy futures instead of calls since in futures one can put a stop loss.

I understand that in calls one has to pay premium. How does it compare with the margin to be paid on futures.

Thanks for clarifying. What I wanted to know is that are futures more costly(margins) or options(premiums) more costly. I know that premiums would depend upon the strike price and that varies but can you give a gross approximation or is it like comparing apples and oranges.