Super Finance Glossary
Over 10,000 financial glossary terms...
Vega
Vega
Definition: A term that describes the sensitivity of the option price to a one-percent change in volatility.
Definition: A term that describes the sensitivity of the option price to a one-percent change in volatility.
Vega
Definition: The sensitivity of an options value to a change in volatility. Also known as Kappa. The first derivative of option worth with respect to volatility. See also Greeks
Definition: The sensitivity of an options value to a change in volatility. Also known as Kappa. The first derivative of option worth with respect to volatility. See also Greeks