2026年7月19日 11:30 ET 发布 · 更新于 4 个月前 · 1 个来源
Vomma exacerbates risk for out-of-the-money options during market slides
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原始报道
During market slides, the second-level Greek, Vomma, which measures the acceleration of Vega, peaks around single-digit delta strikes, causing immense pain and potentially forcing liquidation for traders who sold far out-of-the-money options, even if the option is still likely to expire worthless.
原文