The convexity of vega is the second-order measure of derivative price sensitivity, capturing the rate of change of vega with...

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

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

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