What Is Vomma? The Convexity of Vega
Vomma is the rate of change of an option's vega as implied volatility moves. See where it peaks on the strike ladder, measured on a real SPY option chain.
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What Is an Implied Volatility Index? IV30 & VIX
An implied volatility index is a constant 30-day IV built from two expirations. See the IV30 formula worked on real AAPL options, and how the VIX family fits.