Lambda The change as denoted by a ratio, in the price of an option to a small fluctuation in the volatility of the option. Can be described as a partial derivative of the price with respect to the volatility of the option. … [Read more...]
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Lambda The change as denoted by a ratio, in the price of an option to a small fluctuation in the volatility of the option. Can be described as a partial derivative of the price with respect to the volatility of the option. … [Read more...]