Vega neutral

From ACT Wiki
Revision as of 11:48, 29 March 2023 by imported>Doug Williamson (Add link.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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

Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Vega_neutral&oldid=50260’