Hedge Ratio Analysis

It is generally accepted that there are three things that define market movement on a daily basis; Fundamental Analysis, Technical Analysis and Derivatives. Our analysis concerns itself solely with Derivatives and in particular stock index options and futures, which is by a long way the largest sector in this USD $600tn industry, and their direct influence on the Benchmark indices.

We calculate daily the Hedge Ratio on the FTSE 100, DAX 30, S&P 500, Dow Jones Industrial Average and the Nasdaq 100 which gives us exact points where to expect Dynamic Delta Hedging. Or in simple terms where to expect futures selling or buying and a scale to see how much of it.

Latest Ratio tables here
by Richard

Big day for the SPX as it closes in bearish territory. Nb. Our comment from the 05/05/21   A rather

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by Richard

Tight ratio bandwidth for the FTSE, so something has to give. Nb. Our comment from the 05/04/21 Well, it seems

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by Richard

Yesterday’s move in the SPX no surprise, but is it a warning or a springboard? Nb. Our comment from the

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by Richard

A new Ratio bandwidth for the FTSE. Nb. Our comment from the 04/26/21 Prophetic words (above) or what, as the

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by Richard

The SPX continues to have little going on. Nb. Our comment from the 04/21/21   Well, it appears as if

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by Richard

For the FTSE 6950 remains the critical level. Nb. Our comment from the 06/16/21 It wouldn’t be right if we

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by Richard

Same old mantra, that this is not a risk-free market. Nb. Our comment from the 04/16/21 (Not published)   Nb.

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by Richard

Will the FTSE continue its aggressiveness. Nb. Our comment from the 06/16/21 (Not published) Nb. Our comment on 04/20/21 It

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by Richard

What a truly unique expiry for the SPX. Nb. Our comment from the 04/05/21   Was it worth the wait?

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by Richard

Does the FTSE have one more zone move in it during the final week of the April expiry? Nb. Our

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