Also vega decay or DvegaDtime. Second order Greek which measures sensitivity of option price to small changes in volatility and passage of time, sensitivity of vega to passage of time, or sensitivity of theta to small changes in volatility.

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- Option Delta
- Option Gamma
- Option Theta
- Option Vega
- Option Rho
- Higher Order Greeks
- Option Greeks Excel Formulas
- Measuring Directional Exposure with Delta: Single Option and Option Spreads
- Delta Hedging: Calculations, Adjustments, Long vs. Short Options
- Delta of Calls vs. Puts and Probability of Expiring In the Money

More in Options and Volatility Tutorials

- Options 101: Beginner Tutorial
- Option Payoff Excel Tutorial
- Option Greeks
- Black-Scholes Model
- Binomial Option Pricing Models
- Volatility
- Technical Analysis
- Statistics for Finance
- Other Tutorials and Notes
- Glossary

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Also vega decay or DvegaDtime. Second order Greek which measures sensitivity of option price to small changes in volatility and passage of time, sensitivity of vega to passage of time, or sensitivity of theta to small changes in volatility.

- Option Delta
- Option Gamma
- Option Theta
- Option Vega
- Option Rho
- Higher Order Greeks
- Option Greeks Excel Formulas
- Measuring Directional Exposure with Delta: Single Option and Option Spreads
- Delta Hedging: Calculations, Adjustments, Long vs. Short Options
- Delta of Calls vs. Puts and Probability of Expiring In the Money

More in Options and Volatility Tutorials

- Options 101: Beginner Tutorial
- Option Payoff Excel Tutorial
- Option Greeks
- Black-Scholes Model
- Binomial Option Pricing Models
- Volatility
- Technical Analysis
- Statistics for Finance
- Other Tutorials and Notes
- Glossary

All of Macroption

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