Track daily Greeks. Master structured product risk. Built on the industry’s largest structured product database, SRP Greeks delivers daily sensitivities for Delta, Gamma, Vega, Theta, Vanna and Charm across key underlyings such as the S&P 500, Eurostoxx 50, KOSPI, Nvidia and Tesla — so you see exactly how real‐world products behave.
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Backed by SRP's 20+ years of expertise, SRP Greeks is the only platform built specifically for structured product Greeks, delivering live sensitivities calculated from each product’s actual terms.
Daily Delta, Gamma, Vega, Theta, Vanna and Charm across our proprietary structured product dataset.
Validate trading strategies and stress-test models with historical Greeks data on 18 major underlyings.
Identify volatility shifts, uncover trading opportunities, and optimise hedging in real time with structured product analytics.
Whether you’re a hedge fund or trading desk, get deeper insights into sensitivities, improve your risk modelling, and make faster, more confident trading decisions.
A single API implementation gives you access to SRP’s full structured product risk analytics — complete with clear technical documentation, developer support, and the ability to embed live Greeks directly into your in-house models and dashboards.
Inform proprietary strategies and fine-tune hedges with structured product–specific Greeks calculations.
Anticipate market moves, refine portfolio risk and back-test ideas with data built for structured products.
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2 April 2025
27 February 2025
Book a custom demo to explore our Greeks tool and unlock the full potential of your risk models.
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