Browse By

Daily Archives: June 9, 2014

Higher Order Greeks - Against Strike

Vega, Volga and Vanna. The option volatility Greeks.

Vega, Volga and Vanna. The option volatility Greeks. What is Vega? Vega is the change in the value of the option with respect to change in volatility. Within the Greeks Vega’s importance rises given how misunderstood the behaviour of volatility is and the impact changes

Comodo SSL