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

Crucial ratio levels coming up for the FTSE Nb. Our comment on 03/27/23 What a week that was. And we

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by Richard

The FTSE continues to aggressively attack DR Ratio Nb. Our comment on 03/06/23 Well, the FTSE has gone from being

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by Richard

The SPX on the 20th Dec had the opportunity to rally… Nb. Our comment for 12/20/22   It was bit

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by Richard

Huge trading range potential in the January 2023 expiry for the FTSE Nb. Our comment on 12/19/22 We certainly got

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by Richard

The SPX has a fight on its hands to be near its zone for the rollover or expiry. Nb. Our

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by Richard

The FTSE starts the mighty Dec expiry struggling to get back into its zone. Nb. Our comment on 12/12/22 Well,

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by Richard

The SPX retreats back to the safety of its zone after testing R2. Nb. Our comment for 12/06/22   We

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by Richard

The FTSE runs into B1at 7600 (twice) and gets knocked back (twice). Nb. Our comment from 11/28/22 Well, the first

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by Richard

The SPX back below its zone and into bearish territory, again. Nb. Our comment from the 11/22/22   Firstly, a

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by Richard

7550 now a huge ratio level for the FTSE, if it can break free from its zone.   Nb. Our

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