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    HomeNewsOpinionIn The Money | Using Vega to navigate vagaries of the market

    In The Money | Using Vega to navigate vagaries of the market

    Higher the volatility higher is the option premium. Vega is the Greek which measures this relationship and it is the change in option premium for a unit percentage change in volatility

    Ananya Roy
    June 14, 2023 / 09:17 IST
    In The Money | Using Vega to navigate vagaries of the market

    Higher the volatility higher is the option premium. Vega is the Greek which measures this relationship and it is the change in option premium for a unit percentage change in volatility.

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