A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

A second-order cross greek that measures the absolute monetary change in delta for a 1 point change in volatility. It...

A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...

A delta greek (belonging to the category of exotic greeks on delta) that represents the second-order partial derivative of delta...

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

A set of greeks that measure the sensitivity of an option's value (also a warrant's value) to one of the...

An option sensitivity (literally a cross Greek) that measures the rate of change of vega in one underlying in reaction...

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...

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