What is Vega option greek?

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Vega is a Greek option that measures the sensitivity of the option price to the volatility of the asset. If the volatility of the asset increases by one percent, the option price changes by the amount of vega. Vega is expressed as a monetary amount to one decimal place. An increase in vega generally corresponds to an increase in the option value.

Topic: Option Greeks Definitions, Types and Its Impact on Trading Article

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