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Before the earnings report, the trader increased her position in the option with high vega to capitalize on expected volatility.
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Before the earnings report, the trader increased her position in the option with high vega to capitalize on expected volatility.
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Related words
vega
Noun
countable
uncountable
Japanese Meaning
オプションの価値が、基礎資産の暗示されたボラティリティの変動に対してどれほど敏感であるかを示す指標
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