24 Apr 2025
Greeks use case: Delta hedging in action
We look at the impact of the sharp intraday stock rally earlier this month on the Delta and Gamma of an SPX European long call option.
19 Mar 2025
Greeks – Vega: a crucial parameter for effective dynamic hedging
FVC’s Tim Mortimer looks at the role of Vega, or sensitivity to the volatility level.
19 Feb 2025
Greeks – Gamma: a crucial measure to rebalance delta hedging
In this article, we look at the role Gamma to understand how to re-hedge positions in relation to the rate at which Delta changes in relation to the underlying.
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.
23 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.
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.
25 Sep 2024
Greeks aggregation: the value of calculating total risk
Looking at the aggregated risk of large portfolios provides valuable insight into trading distortions and opportunities that may not be immediately obvious by simply tracking issuance trends.
11 Sep 2024
Understanding Greeks
FVC’s Tim Mortimer explores the concept of Greeks and the role they play in structured products and derivatives.