Index Event Hedge Builder

Suggested product

Index Event Hedge Builder

A broker-agnostic web app that turns an investor’s current index/ETF holdings into an event-specific hedge plan for upcoming index inclusions (e.g., fast-entry additions) using options spreads sized by delta. It generates contract quantities, risk bands (delta/vega/theta), a timeline checklist (IPO day, eligibility day, inclusion day), and one-click export of orders to supported brokers.

Target customer

Active self-directed investors and small RIA traders (1–10 person shops) who use options to hedge index/ETF event risk inside taxable accounts and can’t (or don’t want to) rotate out of holdings.

Problem-solution fit

Customers need a reliable way to convert portfolio exposure into correctly-sized hedges when shorting is unavailable/expensive and options are the only practical tool. The product automates the math (weighting → exposure → target delta), enforces guardrails (avoid over-hedging, show vega risk), and provides an operational runbook for the narrow event window when mistakes are most expensive.

Keywords

• options
• hedging
• index-inclusion
• delta