A sharp movement in sensitivity may reflect new product issuance or increased notional exposure, rather than a change in market behaviour alone.
This article will review Greek sensitivities for a selected group of international stocks. The companies are Alibaba H Shares, ASML Holding, Nestlé, Novartis and Roche. The charts show the evolution of Greeks across this group, including Position Delta, Vega, and Vanna. These current stocks are more diverse, but the sensitivities are still concentrated in a small number of names In the previous US stock analysis article, risk was concentrated in a group of large US technology names, w