SRP Greeks Insights

Greeks
Greeks comparison - Microsoft and Nvidia (Part 2)

2 December 2025

Greeks comparison - Microsoft and Nvidia (Part 2)

This article follows on from an earlier piece that examined Delta, Gamma and Vega sensitivities for Microsoft and Nvidia using data from the SRP Greeks application.

Greeks
Analysis: how barrier levels and Greeks shape risk in Nvidia-linked soft-protection notes

27 Nov 2025

Analysis: how barrier levels and Greeks shape risk in Nvidia-linked soft-protection notes

SRP analysed the behaviour cycle of structured products linked to the Nvidia share.

Greeks
Spotlight… on Stellantis - Gamma pressure builds as short-put delta rises near barriers

23 Oct 2025

Spotlight… on Stellantis - Gamma pressure builds as short-put delta rises near barriers

We review 2,300 live structured products linked to the Stellantis stock and analysed downside sensitivity and protection levels.

Greeks
Greeks: negative Epsilon shows market dominance of short-put exposure via SPX-linked (B)RCS

22 Oct 2025

Greeks: negative Epsilon shows market dominance of short-put exposure via SPX-linked (B)RCS

Second-order Greeks are particularly useful for modeling stress scenarios.

Greeks
Greeks comparison - diverging stocks

21 Oct 2025

Greeks comparison - diverging stocks

This article is based on data provided by the SRP Greeks application and its focus is two of the stocks covered by the service: Microsoft and Nvidia.