Vegaν
维加
Sentiment & DerivativesP2OptionsApplies to: US stocks
Definition
Option price sensitivity to implied volatility.
Formula
∂option price/∂IV
How to read it
Vega is large for long-dated/at-the-money options; long Vega = a bet on rising IV.
Outputvalue/series
Data source: Same as above. Public knowledge, not investment advice.
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Related indicators
Reference metadata — public, well-known indicator definitions. Not investment advice.