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.
19 Dec 2025
Greeks: beyond the unknown future volatility
How fat tails, volatility surfaces and exotic payoffs reshape option pricing
16 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.
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.
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.
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.
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.
25 Sep 2025
Analysis: jump over the barrier and back strategy
This fourth article explores the “jump over the barrier and back” strategy specifically within the framework of barrier reverse convertibles (BRCs).
24 Sep 2025
SRP Greeks analysis: evaluating backtesting
Using backtested data sets can be useful for traders to gain extra insight.
11 Sep 2025
Analysis: identifying opportunities and relevant market signals
In this article we look at how the risk profile of structured products change when barrier options were triggered and how monitoring the Greeks can help identifying opportunities and relevant market signals for the issuance of structured products.
11 Sep 2025
CME Group launches analytics for options market
The American financial services company’s new tool includes key options metrics such as Greeks and implied volatility.
05 Sep 2025
Nvidia vs Roche: barrier risk analysis
In this analysis we look at the barrier risk through two of the most significant single-stock underlyings in the structured products market: Nvidia and Roche.