A value representing the expected change in the price of an option in response to a 1% change in the volatility of the underlying stock.

Use kappa in a sentence

You should always make sure that you are ahead of the kappa and are getting the best price on your trades.

​ Was this Helpful? YES  NO 5 people found this helpful.

The kappa of the security was higher than most so we had determined that the responsive security was too risky.

​ Was this Helpful? YES  NO 4 people found this helpful.

Ellen reviewed the bookkeeping for her client's investments, but noted that he had forgotten to factor in the kappa for his records.

​ Was this Helpful? YES  NO 9 people found this helpful.

Show more usage examples...

Related Terms

Browse Definitions by Letter: # 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
Kansas City Board of Trade (KCBT) lambda