
Sigma   • Is an option term sometimes used as a synonym for vega, lambda or kappa. See Vega.    Embedded terms in definition   Kappa Lambda Option Vega
   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.
  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.


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