A tool that measures the changes in vega with respect to the passage of time. It is the second-order measure...

It generally denotes volatility expressed or represented as a percentage. For example, "one sigma level" refers to the real change...

A tool that measures the changes in vega resulting from changes in volatility (vol) levels. Vega, per se, captures the...

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...

The effect of change in one variable pertaining to an option, (particularly the out-of-the-money options/ OTM options) where the output...

The gamma value that results when the delta of an underlying risk factor changes considerably without any movement in its...

A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...