Option Volatility Greeks-Vega,Volga & Vanna
3 mins read 1. What is Vega? Vega is the change in the value of the option with respect to change in volatility.
3 mins read 1. What is Vega? Vega is the change in the value of the option with respect to change in volatility.
2 mins read A deep out of money option is like a lottery ticket. If you used the at the money estimate of
2 mins read Option Greeks. Dissecting Delta, Gamma, Vega, Theta & Rho It doesn’t matter if you took the FRM, CFA, PRMIA, CERA,
2 mins read Understanding Option Price Sensitivities – European Put Options – Sales & Trading Technical Interview Guides As part of our Sales
3 mins read While we have done a few posts earlier about option price sensitivities, here is a quick reference guide for the