“ Vega—A gauge of an option's sensitivity to theimplied volatility of the underlying asset. Specifically, Vega measures thechange in an option's price compared to a 1 percent change in impliedvolatility, which rises or falls when there are large movements in the price ofthe underlying asset. Vega tends to diminish as the option nears expiration. “ Vega—衡量期权价格较标的资产隐含波动率变化的敏感程度。准确地说,Vega衡量隐含波动率变化1%时,期权价格的变化幅度。标的资产价格出现大幅波动时,隐含波动率会上升或下降。期权临近到期时,Vega会逐渐减小。
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