Options Crash Course: The Greeks - July 2, 2021 - Vomma in Options Explained

published 3 weeks ago by tastytrade, Inc.

Here in episode #8 of the Greeks Crash Course, we turn our attention to Vomma. As another higher-order derivative of the Black-Scholes Model, Vomma measures how Vega changes when implied volatility changes. Given the fundamental nature of volatility in the tastytrade process, Vomma gives us a unique glimpse into the speed of risk we are exposed to in changing volatility environments.

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