Put and call option models were studied by Muzzioli and Torricelli (Combining the theory of evidence with fuzzy sets for binomial option pricing, 1999) in conventional method based on triangular and trapezoidal fuzzy numbers. However, fuzzy numbers employed in Muzzioli and Torricelli (Combining the theory of evidence with fuzzy sets for binomial option pricing, 1999) are not adequate to express the uncertainty completely. Therefore, Meenakshi and Kennedy (Recent Trends Parallel Comput 6(1):27–37, 2019) introduced fuzzy probability measures involving general linear trapezoidal fuzzy numbers to validate American Fuzzy Put Option Buyer’s Model in the year 2019. The main goal of this paper is to propose a fuzzy approach to mitigate the loss of values of call option buyers from the aspect of bearish view scenario. Using GLOFN, American fuzzy call option buyer’s model (AFCOBM) on fuzzy future contract is illustrated in detail by considering Microsoft Corporation (MSFT) shares taken from the website ( www.optionistics.com/quotes/stock-quotes/MSFT/option-spreads ).