A portfolio of options which has a vega of zero. That is, the option combination implies a neutralized vega. This...

The amount of change in the price of an option in response to a 1% change in volatility of the...

A measure of fluctuation in the price movement of an asset (usually, a tradable asset such as a stock) over...

A type of gamma that measures the rate of change of sensitivity to price with respect to the change in...

An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...

The sensitivity of vega (kappa) to a change in the underlying price of an option contract. That is, it is...

An option sensitivity measure (a second-order greek) that captures the second order sensitivity of an option to the volatility of...

An estimated price of an option based on the premise that the relationships between the underlying price and the option...

An estimated price of an option based on the premise that the relationships between the underlying price and the option...