Last Updated
:2025/12/04
vega convexity
Noun
uncountable
Japanese Meaning
(金融)原資産のボラティリティ変動に対するベガの変化率で示される、デリバティブの価格感応度の第2次指標。
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(finance) A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.
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vega convexity
Traders monitor vega convexity to anticipate how option prices will react to sudden shifts in implied volatility.
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Traders monitor vega convexity to anticipate how option prices will react to sudden shifts in implied volatility.
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