27 Aug 2025
Charm: measuring the change of Delta with respect to time
In this article, we will continue the exploration of different Greeks and examine a key second-order Greek known as “Charm”.
13 Aug 2025
SRP Analysis – Greek sensitivities during the tariffs shock
In this article we look at the Greek dynamics of several underlyings used in structured products following the “Liberation Day” tariffs announcement earlier this year.
27 Jun 2025
Analysis: extracting, aggregating and enriching the option Greeks
In this article, we look at how aggregation of different Greeks provides extra insights when managing underlying risk.
28 May 2025
Rho: a key parameter in interest rate-sensitive environments
The previous articles in this Greek textbook series explored Delta, Gamma, Theta and Vega, each representing a different sensitivity in option pricing.
13 Feb 2025
SRP Launches SRP Greeks: A New Platform for Greeks Data and Analytics
Structured Retail Products (SRP) has introduced SRP Greeks—an advanced solution for Greeks data.
10 Feb 2025
SRP in brief: measuring risk
Greeks, FY2024 earnings, market reviews, people moves and the latest product analysis from SRP’s news desk.
27 Jan 2025
SRP in brief: Greeks in focus – looking at options risk
Greeks, exclusive interviews, market reviews, people moves and the latest product developments from SRP’s news desk.
22 Jan 2025
Greeks – Delta: the put/call parity rule
As the launch of the SRP Greeks solution approaches, we dive deep into the various risk characteristics that the option positions in structured products are exposed to.