sorry glen99, but my definition on vega is correct, check your...

  1. gaweb
    2,154 Posts.
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    14/05/02
    22:32
    Post #: 9433
    sorry glen99, but my definition on vega is correct, check your facts.

    its the change in the value of an option for a 1-percentage point increase in implied volatility
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    lightbulb Created with Sketch.  Great analysis
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