Vega in Financial Formulas

Vega represents the sensitivity of an option’s price to changes in implied volatility, indicating how much the option’s price will change for a one-point increase in volatility. And is denoted by ν.

Formulas to find Vega in Financial

fxVega (Options Greek)Go

List of variables in Financial formulas

fx Change in Option Premium Go

fx Change in Volatility of Underlying Asset Go

FAQ

What is the Vega?

Vega represents the sensitivity of an option’s price to changes in implied volatility, indicating how much the option’s price will change for a one-point increase in volatility.

Can the Vega be negative?

{YesorNo}, the Vega, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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