Home > Term: lambda
lambda
The ratio of a change in the option price to a small change in the option volatility. It is the partial derivative of the option price with respect to the option volatility.
- Part of Speech: noun
- Industry/Domain: Financial services
- Category: General Finance
- Company: Bloomberg
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Creator
- Jessehe
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(V.I.P) 32013 points - 40.13% positive feedback
