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What can we say about the vega of an at the money option? A. The vega is non-linear in volatility B. The vega is (greatly)
What can we say about the vega of an at the money option? A. The vega is non-linear in volatility B. The vega is (greatly) decreasing as volatility increases C. The vega is (mostly) constant as volatility increases D. The vega is (greatly) increasing as volatility increases What can we say about the vega of an at the money option? A. The vega is non-linear in volatility B. The vega is (greatly) decreasing as volatility increases C. The vega is (mostly) constant as volatility increases D. The vega is (greatly) increasing as volatility increases
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