Greeks
20 December 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option pricing
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Greeks
15 Dec 2025
Behind the barrier: structured products move markets more than you think
Explosive growth in autocallables and reverse convertibles is turning dealer hedging flows into a powerful, and often underappreciated, driver of volatility, liquidity shocks and short-term market moves.
Greeks
02 Dec 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
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
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.