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

Significant Ratio changes in the SPX   Nb. Our comment from the 08/04/20   Look, it may feel exciting, but

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by R1chard

Now the SPX is getting somewhere.   Nb. Our comment from the 07/31/20   The SPX still hasn’t really gone

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by R1chard

More FTSE Auction Obfuscation.   Nb. Our comment from the 07/27/20   Well if you knew where the ratio levels

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by R1chard

The SPX is begining to stir,so best watch out.   Nb. Our comment from the 07/28/20    Well we have

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by R1chard

The SPX currently stuck in the doldrums.   Nb. Our comment from the 07/24/20   At least, after today that

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by R1chard

Last week it was all about the FTSE zone upper and lower boundaries.   Nb. Our comment from the 07/20/20

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by R1chard

Now the fun can start in the SPX   Nb. Our comment from the 07/21/20   Well it is certainly

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by R1chard

Fascinating start to the August expiry for the SPX   Nb. Our comment from the 07/20/20 (Not published for the

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by R1chard

Plenty of room for the FTSE in the Aug expiry.   Nb. Our comment from the 07/17/20 (August expiry not

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by R1chard

SPX Zone has also moved, now the hard part.   Nb. Our comment from the 07/10/20   It certainly has

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