We derive representations of local risk-minimization of call and put options for Barndorff-Nielsen and Shephard models: jump type stochastic volatility models whose squared volatility process is given by a non-Gaussian rnstein-Uhlenbeck process. The general form of Barndorff-Nielsen and Shephard models includes two parameters: volatility risk premium $β$ and leverage effect $ρ$. Arai and Suzuki (2015, arxiv:1503.08589) dealt with the same problem under constraint $β=-\frac{1}{2}$. In this paper, we relax the restriction on $β$; and restrict $ρ$ to $0$ instead. We introduce a Malliavin calculus under the minimal martingale measure to solve the problem.