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Tips and Tricks for Creating Wealth in Share Market

Category Archives: Vega

Vega – an Option Trader’s lifeline

Vega – an Option Trader’s lifeline

By | Technical Analysis, Vega | One Comment

An option vega tells us the change in the option value to a change in the implied volatility. Usually, vega is normalized such that the it depicts the change in an option value for a percentage change in the level…

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