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Analysis

Deep dives into market trends backed by extensive data analysis.

Greeks analysis: FTSE 100 v Nikkei 225

07 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: beyond the unknown future volatility

19 Dec 2025

Greeks: beyond the unknown future volatility

How fat tails, volatility surfaces and exotic payoffs reshape option pricing

Greeks comparison - Microsoft and Nvidia (Part 2)

03 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.

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

28 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.

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21 Nov 2025

Spotlight on… Asia’s asset class and underlying trends - 9M 2025

Stocks remain the king of Asia’s structured products market....

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19 Nov 2025

Drivers behind US bestsellers

In this article we review some important US Cusips over the last two...

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31 Oct 2025

Spotlight on… Asia’s growth autocalls dominate early redemptions in 2025

Nvidia leads the single stock structure’s early redemption in the...

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24 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...

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

23 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 comparison - diverging stocks

22 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.

Spotlight on…more autocallable ETFs emerge

17 Oct 2025

Spotlight on…more autocallable ETFs emerge

Two other exchange-traded fund (ETF) providers have lined up after Calamos and Innovator’s recent foray into the yield enhancement structure.