A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...
The amount of change in the price of an option in response to a 1% change in volatility of the...
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...
A series of calculations which determine and reflect different profiles of risk exhibited by a stock or asset underlying a derivative in response to changes in...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of time. In other words,...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...
