vega Definition

vega

Definition

The change in the price of an option that results from a 1% change in volatility.

Reproduction of all or part of this glossary and/or this page, in any format, without written consent is prohibited. If you have questions about this dictionary please feel free to contact us feedback\@\investorguide.com

Related Terms

lambda - More

greeks - More

Popular 'Options' Terms

security
derivative
risk
option
securities

intrinsic value
hedge
put option
warrant
purchase

vega in the news

Tools

email
print
cite
link
translate
share

vega is ...

... part of the Options subject.

Nearby Terms

VAT
Vatican City Lira
vault cash
VC
VEB
vega
Velda Sue
velocity
vendor
vendor financing
Venezuelan Bolivar

Search volume for vega

Review the unprecedented moves the Fed & Treasury took to bring the financial markets back from the precipice