A term that describes the sensitivity of the option price to a one-percent change in volatility.

The change in the price of an option for a change in the implied volatility of the option, all else held equal.

The relationship between option price and volatility.

1638, bright northern star, the alpha of Lyra, from Arabic (Al Nasr) al Waqi translated variously as "the eagle of the desert" or "the falling vulture" (or bird).

A measure of the rate of change in an option's theoretical value for a one-unit change in the volatility assumption. See also Kappa and Delta.

star in the constellation Lyra.

A measure of the rate of change in the value of an option or other derivative compared with a change in the volatility of the underlying security or instrument.

Definition The change in the price of an option that results from a 1% change in volatility.

The Vertebrate Genome Annotation database includes manual annotation of human, mouse, and zebrafish genes from the Havana team. http://vega.sanger.ac.uk/index.html

The measure of the change in an option's premium for a 1% change in the volatility of the underlying futures contract. Equal to the change in premium divided by 1% change in volatility.

Fertile plain

Vega, a measure of sensitivity to volatility, is the first derivative of the option value with respect to the volatility of the asset or instrument underlying the option.

Vega is a term that describes the sensitivity of the option price to a one-percent change in volatility. It is the rate at which an option's price fluctuates due to a change in the underling’s vo [..]

(n) prolific Spanish playwright (1562-1635)(n) the brightest star in the constellation Lyra

Means "meadow, plain" in Spanish. It is taken from a title of the Virgin Mary, La Virgen de la Vega, meaning "The Virgin of the Meadow". She is the patron saint of several Spanish municipalities, such [..]

Star a Lyrae. S.H.A. 81°; Dec. N39°; Mag. 0.1. One of the 'hydrogen' stars, or A stars. Its diameter is 2 times that of Sun, its candlepower being 50 times greater.

The measure of volatility in option theory. Volatility

Option risk parameter that measures the sensitivity of the option price to changes in the price volatility of the underlying instrument.

Vertebrate Genome Annotation. The VEGA database is a central repository for high quality, frequently updated, manual annotation of vertebrate finished genome sequence. VEGA developed within Ensembl as a joint project between EMBL-EBI and the Sanger Institute.

As used with respect to options: "The vega of a portfolio of derivatives is the rate of change fo the value of the portfolio with respect to the volatility of the underlying asset." [..]

an estimate of the amount an option's value changes due to a 1% change in implied volatility

A term that describes the sensitivity of the option price to a one-percent change in volatility.

Means "meadow, plain" in Spanish. It is taken from a title of the Virgin Mary, La Virgen de la Vega, meaning "The Virgin of the Meadow". She is the patron saint of [..]

The name of a star in the constellation Lyra. Its name is from Arabic الواقع (al-Waqi') meaning "the swooping (eagle)".