Understanding Vega III
You need to watch Vega closely if you're trading a single option contact or doing a multi-leg strategy... more
Edited by optionsguy at 10/07/08 at 03:20 PM
You need to watch Vega closely if you're trading a single option contact or doing a multi-leg strategy... more
Edited by optionsguy at 10/07/08 at 03:20 PM
A little trivia first about Vega, before we dive into its use. Vega is not actually a Greek letter -- ... more
Edited by optionsguy at 10/07/08 at 03:20 PM
Vega is the Rodney Dangerfield of the Greeks -- it just doesn't get the respect it deserves. It is the... more
Edited by optionsguy at 10/07/08 at 03:20 PM
The Greeks series'¦ The posting on December 28th titled >"Where Do Option Prices Come From... more
Edited by optionsguy at 10/07/08 at 03:20 PM
I fielded an interesting email from a TK client that made me think it’s time to talk Vega again. Vega ... more
How can you tame the effects of volatility on time-decay options plays in this high-volatility market?... more
How should you manage volatility (or vega) risk on time-decay strategies during a high-vol market? Thi... more
Volatility is perhaps THE most important factor in options trading – yet it rarely gets the respect it... more
Volatility is an important factor in options trading – yet too often options traders pay so much atten... more
Volatility is one of the most crucial factors impacting many options trades – yet many traders don’t f... more