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What is Vega (ν)?
Shows how much an option's premium changes when the volatility of the underlying asset changes by 1%.
ExampleAn option with a vega of 0.2 gained $0.20 when volatility rose 1%.The figures in the example illustrate the concept; they are not current market data.
Related terms
Delta (Δ)How much an option's price changes when the price of the underlying asset changes by one unit.Theta (Θ)A time decay metric that shows how much an option's premium erodes with each passing day.VolatilityA statistical measure of how much price fluctuates over a period; used as a proxy for risk.Gamma (Γ)A second-order derivative metric that shows how much delta changes with the price of the underlying asset.
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Frequently asked questions
What is Vega (ν)?
Shows how much an option's premium changes when the volatility of the underlying asset changes by 1%.
What is Vega (ν) called in Turkish?
In Turkish financial reporting and news, Vega (ν) is called Vega.
Which concepts are related to Vega (ν)?
The concepts most often mentioned together with Vega (ν) are Delta (Δ), Theta (Θ) and Volatility.