An option pricing model used to assess trades based on an asset's volatility. The measure is used to gauge rate at which the vega of an option will react to market volatility. A positive value indicates that an increase in volatility will result in the increase of the option's value. The vomma is part of the Greeks family which used in option pricing.
Related information about vomma:
- Greeks (finance) - Wikipedia, the free encyclopedia
3.1 Gamma; 3.2 Vanna; 3.3 Vomma; 3.4 Charm; 3.5 DvegaDtime; 3.6 Vera. 4 Third-order Greeks. 4.1 Color; 4.2 Speed; 4.3 Ultima; 4.4 Zomma. 5 Greeks for ...
- Vomma Definition | Investopedia
A positive value for vomma indicates that a percentage point increase in volatility will result in an increased option value, known as positive vega convexity.
- Vomma - Explanation of the Options Greek known as Vomma
Description and explanation of the options greek known as vomma, with an example of how vomma is usually used in options and warrants trading.
- What is option vomma? | volcube.com
An article explaining option vomma and how it used by option traders to manage option risk.
- Vomma
The Vomma is the rate at which the vega of an option will react to volatility in the underlying market. It is the second order derivative of the option value with ...
- HugeDomains.com - Vomma.com is for Sale (Vomma)
Vomma.com is for sale (Vomma). Click here to buy Vomma.com for $2,095. Create a blog, promote your business, or build a site for your personal use. Your web ...
- Vomma and Your Options Trades - TheOptionClub.com
Jun 20, 2012 ... A discussion about Vomma might begin by saying that Vomma is the rate at which Vega will change. We might also start by saying that Vomma ...
- What is vomma? definition and meaning
Definition of vomma: An option pricing model used to assess trades based on an asset's ... The vomma is part of the Greeks family which used in option pricing.