News

Volatility Skew

June 8, 2018 -

The pattern of implied volatility levels across the options of the same expiration.

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Volatility

June 8, 2018 -

A measure of the variation in the spot price. See also Implied Volatility

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Vertical Spread

June 8, 2018 -

An option strategy executed by buying and selling options with different strikes but the same expiration. See also Bear Spread Bull Spread

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Vega

June 8, 2018 -

The amount that an option’s price changes for a 1% (i.e. from 12% to 13%) change in volatility if all other market factors remain constant. See also Theoretical Value

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