Vega neutral: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Add link.) |
||
| (One intermediate revision by the same user not shown) | |||
| Line 3: | Line 3: | ||
== See also == | == See also == | ||
* [[Hedging]] | |||
* [[Neutral]] | |||
* [[Option]] | |||
* [[Underlying asset]] | |||
* [[Vega hedging]] | * [[Vega hedging]] | ||
* [[Volatility]] | |||
[[Category:Financial_products_and_markets]] | [[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.
