Kappa \ See Vega
The ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.
Used in regression analysis, Kappa is the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.
A measure of the rate of change in an option"s theoretical value for a one-unit change in the volatility assumption.
Kappa / see vega
the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.
used in regression analysis, kappa is the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.
a measure of the rate of change in an option"s theoretical value for a one-unit change in the volatility assumption.
Kappa