Vega Neutral Option Strategies

The following is a list of vega neutral option strategies:

See also option strategies with positive vega and option strategies with negative vega.

Vega is one of option Greeks, which measures how much an option's value increases as implied volatility rises. Positive vega means a positive exposure to volatility, while negative vega means that the position loses as volatility increases.

Vega neutrality means that total vega of the option strategy is near zero. The effects of volatility changes on individual options cancel each other, and the position's total value will not change much. The position's value (and vega itself) can still change with other factors, such as underlying price or time.

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