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.

You are in Tutorials and Reference»Option Greeks

- 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 Tutorials and Reference

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.

All»Tutorials and Reference»Option Greeks

- 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 Tutorials and Reference

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