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

A cross-Greek (a sensitivity measure for two-asset options or multiple-asset options) that captures the rate of change of vomma in...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

A third-order greek that measures the sensitivity of the option vomma (volga) in response to a change in volatility. It...

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...

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...