Greeks.live: Pro Risk Analysis Launches
Greeks.live releases Web 2.1.8 Pro Risk Analysis with SABR-based Skew Greek, P&L attribution across Skew, Smile, Vega, Vanna, Volga and Theta plus expiry breakdowns.
SourceAnalysis
Greeks.live launched Web 2.1.8 Pro Risk Analysis today, showing that near-zero net Vega does not eliminate volatility surface risk and adding SABR-based Skew Greek, full P&L attribution across Skew, Smile, Vega, Vanna, Volga and Theta, plus risk breakdown by expiry for precise options volatility analysis and derivatives risk attribution.
Greeks.live
@GreeksLiveGreeks.live is Professional Option Traders’ Arsenal.