Greeks
11 February 2026
Fugit: measuring early exit risk in structured products
This seventh article takes a detailed look at the lesser known risk measure Fugit, a Latin term rather than a Greek one, but closely linked to the standard Greek measures.
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Greeks
08 Feb 2026
Markets on edge: the volatility you can’t see
Volatility spikes and record issuance are turning structured products into a central driver of market dynamics.
Greeks
03 Feb 2026
Greeks analysis: deeper sensitivities in FTSE 100 and Nikkei 225 structures
Second-order Greeks come under the spotlight as we look at Theta, Vanna and Charm exposures across FTSE 100 and Nikkei 225 structures.
Greeks
06 Jan 2026
Greeks analysis: FTSE 100 v Nikkei 225
We look at key Greeks metrics across the FTSE 100 and Nikkei 225 to reveal differences in volatility, delta exposure and risk dynamics.
Greeks
20 Dec 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option pricing