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

A very early test looms for the SPX in the Nov expiry Nb. Our comment from the 10/15/21 (Not published)

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by Richard

The Ratio door gets slammed shut for the FTSE in the Nov expiry. Nb. Our comment from the 10/13/21 (Not

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by Richard

After another huge bounce of Y2 it is all down to the zone now for the SPX.   Nb. Our

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by Richard

Can the FTSE, or does it even want to, break free of its zone for the rollover and expiry? Nb.

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by Richard

4295 and 4345 as well as the zone have been critical this expiry for the SPX Nb. Our comment from

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by Richard

Can the FTSE hold its zone for this week as well. Nb. Our comment from the 09/27/21 Again, we have

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by Richard

As the SPX loiters around its zone, eventually it must decide. Nb. Our comment from the 09/21/21   The important

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by Richard

Will the FTSE make a decision, or just languish in its zone. Nb. Our comment from the 09/20/21   Turns

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by Richard

Starting the Oct expiry below its zone was bit of a shock for the SPX it seems. Nb. Our comment

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by Richard

The FTSE even starts the Oct expiry in bear territory. Nb. Our comment from the 09/17/21 (Not published) Nb. Our

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