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 06/19/19 (not published)   Range:            Activity:            Type:                    Nb. Our

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  Nb. Our comment from 06/12/19   You have just got to love these expiries with so much Y ratio

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    Nb. Our comment from 06/05/19   What another titanic battle with R2 for the SPX again. Excellent. As

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    Nb. Our comment from 06/03/19   As we said in our last comment on the FTSE back on

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Nb. Comment from 05/29/19 It is very difficult to appreciate that this is in fact a triple witch expiry, or

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Nb. Our comment from 05/30/19 Actually, the first thing we should point out that back on the 24th R2 was

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Nb. Our comment from 05/22/19 The FTSE is a classic example of the expiry of one month (May) leaving another

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Nb. Our comment from 05/24/19 (Not published online) Just as we said “please take it for granted that the zone

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Nb. Comment from 05/023/19 (Not published online) Range:                 Activity:           Type:           Nb. Comment on 05/29/19 It is

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Nb. Our comment from 05/17/19 (Not published online) Range:            Activity:          Type:               Nb. Our comment on 05/22/19 The FTSE

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