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 Glossary   >   K   >   "Kappa" Definition   

        Kappa

See Vega

The ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.

Used in regression analysis, Kappa is the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.

A measure of the rate of change in an option"s theoretical value for a one-unit change in the volatility assumption.

Kappa


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Kappa \ See Vega

The ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.

Used in regression analysis, Kappa is the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.

A measure of the rate of change in an option"s theoretical value for a one-unit change in the volatility assumption.


Kappa / see vega

the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.

used in regression analysis, kappa is the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.

a measure of the rate of change in an option"s theoretical value for a one-unit change in the volatility assumption.