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Vega is an option greek representing the theoretical price change in an option for a corresponding 1% change in implied volatility.

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The option's vega is a measure of the impact of changes in the underlying volatility on the option price. Specifically, the vega of an option expresses the

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Option Greeks. In options trading, Vega - Measures the exposure of the option price to changes in volatility of the underlying;

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The measurement of an option's sensitivity to changes in the volatility of the underlying asset. Vega represents the amount that an option contract's price changes in