Options
Vega
An options Greek measuring the sensitivity of an option's price to a 1% change in implied volatility. Vega is highest for at-the-money options with longer durations, making them most affected by volatility swings.
Options
An options Greek measuring the sensitivity of an option's price to a 1% change in implied volatility. Vega is highest for at-the-money options with longer durations, making them most affected by volatility swings.