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Chapter 6. An Introduction to the Greeks > Vega K (also known as Kappa or Lambd...

Vega K (also known as Kappa or Lambda)

Remember from Chapter 1, “Introductions to Options,” that there are seven factors that influence an option’s price:

  1. The type of option (call or put)

  2. The price of the underlying asset

  3. The exercise price (or strike price) of the option

  4. The expiration date

  5. Volatility—Implied and Historical

  6. Risk-free interest rate

  7. Dividends and stock splits.


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