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...

A position in options (vega) in which any decrease in the implied volatility of the underlying asset will generate a profit, even...