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The Greeks
Tyler Krett
Wednesday, 14 December 2022
Vomma
Vomma is the rate at which the vega of an option will react to volatility in the market. It is a second-order derivative for an option’s v
Vomma
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Darren Krett
Friday, 10 February 2023
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Lambda
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The Greeks
In options trading, lambda is the Greek letter assigned to a variable that tells the ratio of how much leverage an option is providing as the price of that option changes. This measure is also referred to as the leverage factor, or in some countries, effective gearing.
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The Greeks
Darren Krett
Friday, 10 February 2023
Ultima
Ultima is the rate at which the vomma of an option reacts to volatility in the underlying asset. It is a third order derivative of the optio
Ultima
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