Structured Retail Products (SRP) has introduced SRP Greeks—an advanced solution for Greeks data.

Structured Retail Products (SRP), part of the Derivia Intelligence group, has introduced SRP Greeks—an advanced solution for Greeks data, calculations, and analysis, built on the most comprehensive structured financial products database available. 

SRP Greeks is now live in Beta release, and we are pleased to invite selected market participants to explore its capabilities while providing feedback to enhance the solution ahead of its full market release. Book a demo with our team if you’re interested in gaining early access to SRP Greeks and gaining a competitive edge in pricing, risk management, and trading strategies.   

A Unique Approach to Greeks Calculations

SRP Greeks is the only solution that derives Greeks data specifically from structured products. Traders rely on various pricing models for different asset classes, product types, and underlying market assumptions. Originally adopted in the 1970s, ‘Greeks’ measure the sensitivity of options and structured product prices to different market variables. Given that structured products consist of derivatives, these sensitivity models can be extended or combined to price them accurately.

To develop the new solution, SRP has partnered with Future Value Consultants (FVC), structured product systems and analytics specialists, who provide the derivative pricing calculations underpinning the Greeks sensitivities. 

With daily calculations for key sensitivities, including Delta, Vega, Gamma, Vanna and Charm, SRP Greeks provides hedge funds, market makers, proprietary trading firms, and other financial professionals with the insights needed to stay ahead of shifting market dynamics.

Key Features of SRP Greeks 

Daily Greeks Calculations – Access Delta, Vega, Gamma, Vanna and Charm, and other key sensitivities across some of the most actively traded underlyings, such as S&P 500, Eurostoxx 50, HSCI, Nvidia, and Microsoft

Unmatched Structured Products Database – Built on SRP’s extensive global dataset, including access to an ever-growing number of not flow products (e.g. US Regulation S products)

Powerful, Targeted Search Capabilities – Filter data by multiple criteria, including markets, timeframes and Greek, and more

Comprehensive, Data-Driven Analysis – Developed in collaboration with Future Value Consultants (FVC), specialists in structured product research, stress testing, valuations, and index calculations

Flexible Access Options – Available online or via API, with subscription models tailored to user count and underlying requirements

SRP and FVC Leadership on SRP Greeks 

Amélie Labbé, Chief Product Officer at SRP, commented:

“SRP Greeks combines the most comprehensive structured product database with sophisticated Greeks calculations and analytics. This powerful mix of breadth, depth, precision, and timely market intelligence provides hedge funds, proprietary trading firms, and other financial professionals with a competitive edge.”

Guy Dunn, CEO of Derivia Intelligence, parent company to SRP, added: 

“The launch of SRP Greeks reinforces our commitment to continuous innovation in derivatives and structured products. SRP Greeks is an essential tool for market participants looking to analyse risk, optimise trading strategies, and seize investment opportunities. This is a game-changing solution for financial markets professionals.” 

Tim Mortimer, Managing Director at FVC, said:

“FVC is delighted to be working with SRP on their new SRP Greeks service. Combining the comprehensive SRP database and the expertise of FVC with its structured product valuation and Greeks capabilities has created a service with a breadth and frequency not previously available anywhere in the market." 

Join the SRP Greeks Webinar

To mark the launch, SRP is hosting an exclusive SRP Greeks webinar on 27th February. This session will provide a live walkthrough of the platform, insights into its capabilities, and a discussion on how traders can leverage our Greeks data to enhance their strategies.

  • Date: 27th February
  • Time: 3 PM GMT, 10 AM EST
  • Register here

To find out more about SRP Greeks click here. To see it in action, request a demo here.