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.