This article examines the hedging positions derived from the Black-Scholes(B-S) model and the GARCH(1,1) models, respectively, when the log returns of underlying asset exhibits GARCH(1,1) process. The result shows that Black-Scholes and GARCH options deltas, one of the hedging parameters, are similar for near-the-money options, and Black-Scholes options delta is higher then GARCH delta in absolute terms when the options are deep out-of-money, and Black-Scholes options delta is lower then GARCH delta in absolute terms when the options are deep in-the-money. Simulation study of hedging procedure of GARCH(1,1) and B-S models are performed, which also support the above findings.