Business, Legal & Accounting Glossary
Measure of the sensitivity of an option’s price to the change in the price of its underlying contract. Denoted usually by the Greek letter omega or (sometimes) with the Greek letter lambda, it is computed as: (price of the underlying contract/theoretical value of the option) x delta. also called leverage value.
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This glossary post was last updated: 16th November, 2021 | 0 Views.