SamsungShineBrightnessRadiance
Tue Jul 02 2024
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How to find Vega of an option?
I'm curious to know how one can accurately determine the Vega of an option in the cryptocurrency market. Vega, as we know, measures the sensitivity of an option's price to changes in volatility. Given the dynamic and volatile nature of the cryptocurrency market, it seems crucial to have a clear understanding of Vega in order to effectively manage risk. Could you please elaborate on the steps involved in calculating Vega for a cryptocurrency option? I'm also interested in knowing how Vega can be used to hedge against potential losses in such a market.
