Insights by Tag:

Theta

Analysis
Greeks comparison - Microsoft and Nvidia (Part 2)

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.

Analysis
SRP Greeks analysis: evaluating backtesting

24 Sep 2025

SRP Greeks analysis: evaluating backtesting

Using backtested data sets can be useful for traders to gain extra insight.

Analysis
SRP Analysis – Greek sensitivities during the tariffs shock

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.