The absolute change in option price in response to a percentage point change in volatility. Kappa is used by traders...

The absolute change in option price in response to a percentage point change in volatility. Tau is used by traders...

A measure that captures the premium difference between the value of an option calculated using the smile volatility and its...

A tool that measures the sensitivity of an option price to implied volatility. It is the change in an option's...

A statistical model, devised in the 1960s by Edward Altman (of New York University), which is used to predict the...

A statistical model, devised in the 1960s by Edward Altman (of New York University), which is used to predict the...

A statistical model, devised in the 1960s by Edward Altman (of New York University), which is used to predict the...