Vega
The sensitivity of an option price to volatility. Typically, options increase in value during periods of high volatility.
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17th February 2024
V
Volatility
The measure of the fluctuation in the price movement in an security over a period of time. Volatility is one
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17th February 2024
Volatility Skew
Whereby deep OTM options tend to have higher Implied Volatilities than ATM options. Where there are discrepancies, this, again gives
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17th February 2024
Volume
The number of underlying securities traded on their particular part of the exchange.Where price direction and volume bars are aligned
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17th February 2024