Vega neutral

From ACT Wiki

Revision as of 21:49, 24 March 2023 by imported>Doug Williamson (Add links.)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to navigation Jump 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=50259’

Financial products and markets

Navigation menu