Adam@Greeks.live|Aug 11, 2026 06:24
http://Greeks.live Web 2.1.8 Update
The brand-new platform version of http://Greeks.live is now live! The highlight of this update is the Pro Risk Analysis feature based on the SABR model.
This tool helps traders analyze option portfolio risks that standard aggregated Greeks struggle to present:
• Skew / Smile exposure and corresponding PnL attribution
• PnL breakdown by different risk factors like Vega, Vanna, Volga, Theta, Skew, Smile, etc.
• Risk analysis by individual expiration dates, especially useful for multi-leg option structures like Risk Reversal, Butterfly, and Calendar spreads
Other updates in Web 2.1.8:
• Optimized aggregated Gamma calculations for multi-leg positions in Smart Trading and RFQ
• Added an alternative Black-Scholes Theta calculation method for Deribit
• Introduced unified Std. Vega calculations for multi-leg structures in Smart Trading and RFQ
• Added reminders for orders in Pending status for extended periods in Smart Trading, with quick Taker action execution directly from the Positions panel
• Further optimized UI/UX experience
Pro Risk Analysis is now live on http://Greeks.live and http://glvs.ai!
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