Options trading part 9: Weighted Vega & trading the term structure

The “weighted Vega exposure” lets us quantify our options position with different maturities into a single figure that reflects our total exposure to implied volatility for our options contracts with different maturities. There are opportunities for volatility traders to trade the term structure.



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Romano RNR

Derivatives trading, investing, cryptocurrency, stocks, forex, options & volatility - programmer & sysadmin