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Option vega measures how much the price of option changes in relation to the Volatility of the Underlying asset or commodity. Vega represents the change in option value for a 1% change in the level of Implied Volatility. For example, an option may have a value of $5 and a vega of 0.20. If Volatility is 25% and it rises to 30%, then the option’s value would increase to $6 (all things being equal and without considering the values of the other Greeks).

Since Volatility is a key determinant of an option's Extrinsic Value, vega allows the implications of a change in Volatility to be quantified and predicted.
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Contributed by: Ralph Windsor

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The Greeks: What They Are and How to Use Them
https://www.thinkorswim.com/tos/displayPage.tos?webpage=lessonGreeks

ThinkOrSwim guide to The Greeks.

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View ThinkOrSwim in Options Market Glossary Directory

Vega (The Options Guide)
http://www.theoptionsguide.com/vega.aspx

Options Guide article on vega.

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View Options Guide Strategy Finder in Options Market Glossary Directory

Vega Definition
http://www.investopedia.com/terms/v/vega.asp

A definition of vega from Investopedia

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What is option vega?
http://www.volcube.com/resources/options-articles/what-is-option-vega/

Article explaining the significance of vega from volcube.com

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