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 R1chard

    Nb. Our comment from the 05/13/20   We did not publish a comment on the June expiry, only

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  Nb. Our comment from the 05/06/20   Essentially, this index is just treading water, which is a good thing.

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Nb. Our comment from the 05/04/20   What a fantastic week, or at least it should have been, if you

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  Nb. Our comment from the 04/29/20 Sadly, this is just the scenario we are afraid of. Basically, the market

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Nb. Our comment from the 04/28/20   Well it is a textbook market at the moment. Three very solid attempts

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Nb. Our comment from the 04/24/20 Actually, this is the first sensible thing this index has done in a while,

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Classic FTSE set-up to hurdle R1 today   Nb. Our comment from the 04/24/20   Three days later and we

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  Nb. Our comment from the 04/21/20   We finished off the April expiry by saying this market was “whacky”

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  Nb. Our comment from the 04/21/20   Getting that feeling of Deja vu again, greatly enhanced with a healthy

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by R1chard

  Nb. Our comment from the 04/15/20   Well we didn’t publish anything about the May expiry back on the

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