Also vega convexity, volga, or DvegaDvol. Second order Greek which measures sensitivity of vega 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

All of Macroption

Also vega convexity, volga, or DvegaDvol. Second order Greek which measures sensitivity of vega 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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