Vega neutral: Difference between revisions
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A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset. | A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset. | ||
== See also == | == See also == | ||
* [[Hedging]] | |||
* [[Neutral]] | |||
* [[Option]] | |||
* [[Underlying asset]] | |||
* [[Vega hedging]] | * [[Vega hedging]] | ||
* [[Volatility]] | |||
[[Category:Financial_products_and_markets]] | |||
Latest revision as of 11:48, 29 March 2023
A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset.
