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Structured products and options flows reshape SPX dynamics
The third instalment in SRP’s Greek webinar series with Kai Volatility...
13 May 2026
SX5E eclipses SMI in structured products exposure
While Switzerland remains a major structured products hub, SRP Greeks...
30 Apr 2026
SPX Greeks: stable macro regime, rising single-name dispersion
Over the past month and week, the S&P 500 (SPX) stayed mostly flat...
15 Apr 2026
Same size, different risk: Apple and Roche under the Greeks lens
The two stocks appear similar in size within structured products, but...
11 Mar 2026
Decoding Rho: understanding interest rate risk in structured products
Embedded options in structured products carry nuanced interest rate...
04 Mar 2026
Peak Vega: where portfolio volatility risk hits maximum
Analysis of a multi-name structured product portfolio shows that Vega...
25 Feb 2026
Analysis: navigating risk and reward in a 12.6% Stellantis-linked BRC
In his latest article, Patrick Oberhaensli analysis the risk and...
20 Feb 2026
Amazon drawdown compresses knock-in buffers, delta nearly doubles
The stock’s sharp drop has been particularly impactful for...
12 Feb 2026
Fugit: measuring early exit risk in structured products
This seventh article takes a detailed look at the lesser known risk...
04 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,...
07 Jan 2026
Greeks analysis: FTSE 100 v Nikkei 225
We look at key Greeks metrics across the FTSE 100 and Nikkei 225 to...
19 Dec 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option...