Home Wikituition Browse all terms Categories
Random term

Derivatives, Futures & Options

1 term

A–Z
All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
Filtering by: Derivatives, Futures & Options Starts with V Clear all
Vega Derivatives, Futures & Options ₹ The change in an option's price for a one-percentage-point change in implied volatility. Vega = Change in Option Price / Change in Implied Volatility (per 1 percentage point)