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

Classic Ratio stepping-stone decline by the SPX, but can R3 turn the tide? Nb. Our comment from the 09/20/22  

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by Richard

Big Ratio battle looming for the FTSE, which could determine the rest of this expiry. Nb. Our comment from the

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by Richard

The FTSE was in ratio trouble from day1 Nb. Our comment from the 08/19/2022 (Not published)   Nb. Our comment

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by Richard

The SPX starts the Oct intermediary expiry with few, if any, positive signs. Nb. Our comment from the September Expiry

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by Richard

Textbook expiry for the FTSE so far, so big final week ahead. Nb. Our comment from the 09/05/2022 We do

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by Richard

If the failure of 3995 to hold was a warning, then R2 at 3895 is now a serious level for

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by Richard

The FTSE condenses an entire expiry into just two weeks, a sign or is it now done? Nb. Our comment

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by Richard

The SPX has retreated all the way back to its zone at the start of the big Sept expiry. Nb.

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by Richard

After coming unstuck at DR Ratio at 7550 the FTSE is now in a critical bandwidth. Nb. Our comment from

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by Richard

As the September expiry starts the FTSE is now facing a huge Ratio level. Nb. Our comment from the 08/15/2022

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