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Vega

The amount of change in the price of an option in response to a 1% change in volatility of the...

    FVA

    An agreement (forward volatility agreement) that a seller and a buyer enter into in order to exchange a straddle option...

      Forecast Volatility

      The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...

        Expected Volatility

        The underlying volatility that is anticipated over the life of a derivative contract such as an option, a futures contract, etc. It is the amount by...