Vega
Introduction Vega measures the rate of change in an option’s price based on movements in implied volatility. For example, if a call option has a Vega of 0.10, its price…
Category:
Advanced Options Learning
17 Articles
17
Delta
Introduction Delta is arguably the most important “Greek” for options traders to understand. It measures the rate of change in an option’s price based on movements in the underlying asset’s price….