Comprehensive Guide to Understanding Implied Volatility, Including Its Calculation, Historical Context, and Significance in Options Trading
Vomma, also known as Volga, measures the sensitivity of an option's Vega to changes in implied volatility. This term is crucial in advanced options trading strategies.
In-depth exploration of Vega, a key metric in options trading that measures sensitivity to volatility changes in the underlying asset. Learn the basics, see examples, and discover its significance.
Vomma measures the rate at which the vega of an option reacts to changes in market volatility. Learn about its formula, significance, and application in financial markets.
