Member since: Dec 05
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You need to watch Vega closely if you're trading a single option contact or doing a multi-leg strategy... more |
A little trivia first about Vega, before we dive into its use. Vega is not actually a Greek letter -- ... more |
Vega is the Rodney Dangerfield of the Greeks -- it just doesn't get the respect it deserves. It is the... more |
The Greeks series'¦ The posting on December 28th titled >"Where Do Option Prices Come From... more |
V is for Volatility (and Vega)
I fielded an interesting email from a TK client that made me think it’s time to talk Vega again. Vega ... more |
Hedging your volatility / vega risk, part 2
How can you tame the effects of volatility on time-decay options plays in this high-volatility market?... more |
Hedging your volatility / vega risk, part 1
How should you manage volatility (or vega) risk on time-decay strategies during a high-vol market? Thi... more |
Taming the volatility beast: 1
Volatility is perhaps THE most important factor in options trading – yet it rarely gets the respect it... more |
Volatility: When Vega Trumps Delta
Volatility is an important factor in options trading – yet too often options traders pay so much atten... more |
Volatility: Wobbling Your Spread?
Volatility is one of the most crucial factors impacting many options trades – yet many traders don’t f... more |
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