A tool that measures the sensitivity of an option price to implied volatility. It is the change in an option’s price with respect to a change in implied volatility.
January 23, 2023
DgammaDspot
May 11, 2021
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- Home
- Sections
- Accounting
- Banking
- Business
- Derivatives
- Economics
- Exchanges
- Finance
- Financial Analysis
- Financial Law
- Forex
- Fundamental Analysis
- Hedge Funds
- Insurance
- International Finance
- International Trade
- Investing
- Investment Banking
- Islamic Finance
- Mutual Funds
- Personal Finance
- Portfolios
- Quantitative Analysis
- Real Estate
- Risk Management
- Technical Analysis
- Trading
- Valuation
- Topics
- Tutorials
- Q&A
- Tools
- Pulse
- Editorial
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