Vega neutral: Difference between revisions

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== 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.


See also