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 == | ||
* [[Vega hedging]] | * [[Vega hedging]] | ||
Revision as of 12:11, 22 June 2016
A vega neutral option position is one which is fully hedged against changes in the volatility of the market price of the underlying asset.
