Vega
The sensitivity of an option's price to changes in implied volatility.
Full Definition
Vega measures how much an option price changes for each 1% change in implied volatility. High vega options are more affected by volatility shifts.
The sensitivity of an option's price to changes in implied volatility.
Vega measures how much an option price changes for each 1% change in implied volatility. High vega options are more affected by volatility shifts.