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

Will R2 be enough to help the FTSE bulls. Nb. Our comment from the 09/18/20 (Not published)   Nb. Our

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by R1chard

The SPX Oct expiry still has a huge Y ratio bandwidth. Nb. Our comment from the 09/18/20 for the Sept

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by R1chard

Humble pie time, as the SPX’s zone didn’t change, which also means an expiry bullseye though. Nb. Our comment from

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by R1chard

The SPX is where it should be for the rollover, but can it stay here? Nb. Our comment from the

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by R1chard

With the FTSE gaining over 200-points while the US went South means Ratio imbalance now sorted. Nb. Our comment from

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by R1chard

Fantastic battle raging in the SPX helped, or because of, all the Y Ratio. Nb. Our comment from the 09/09/20

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by R1chard

The SPX and the consequences of having such a massive Y ratio bandwidth. Nb. Our comment from the 09/03/20  

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by R1chard

For the FTSE the real hard work starts now. Nb. Our comment from the 09/01/20   Wowee, the first week

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by R1chard

Can the SPX maintain this aggression esp now vs R2 Ratio Nb. Our comment from the 08/31/20   Well the

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by R1chard

Uncanny similarities in the SPX with the Mch triple expiry. Nb. Our comment from the 08/25/20   The SPX is

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