Advertising

Lambda

• The ratio of a change in the option price to a small change in the option volatility. It is the partial derivative of the option price with respect to the option volatility.

• Is an option term sometimes used as a synonym for vega, kappa, or sigma. See Vega.

 
 Embedded terms in definition
 Change
Derivative
Kappa
Option price
Option
Sigma
Vega
Volatility
 
 Referenced Terms
 Kappa: The ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.Is an option term sometimes used as a synonym for vega, Lambda or sigma. See Vega.

 Sigma: Is an option term sometimes used as a synonym for vega, Lambda or kappa. See Vega.

<< Lagging pe ratio Last in first out lifo >>

How to Ace Your First Test Managing Real Money in the Real World: As a teen, you're beginning to make some grown-up decisions about how to save and spend your money. That's why learning the right ways to manage money…right from the start…is important. Here are suggestions. More...

Avoid having your ego so close to your position that when your position falls, your ego goes with it. - Colin Powell

Advertising



Copyright ©2009-2019 GVC. All rights reserved.