Question
Which of the following measures is used to measure the
sensitivity of the option’s price to changes in the volatility of the underlying stock?Solution
Stock options are affected by Greeks like delta, theta, gamma. Vega is not actually a Greek but we call Vega one of the ‘’Greeks’’ in option pricing. It measures the sensitivity of the option’s price to changes in the volatility of the underlying stock
More Financial Management Questions
11 46 109 208 351 ?
200, 50, ‘?’, 46.875, 82.03125
3 15 35 63 99 ?
To find the Next number in the given series.
342 510 726 996 1326 ?
...12, 20, 36, ?, 132, 260
13 182 303 384 433 ?
...13 14 22.5 ? 120 363
...3, 2, 3, 8, 31, ?
Direction: Which of the following will replace ‘?’ in the given question?
2, ‘?’, 46, 136, 311, 605, 1086
24 25 46 ? 572 2885
...
