Lambda

A value representing the expected percentage change in the price of an Option in response to a 1% change in the Volatility of the underlying stock.

Related Terms: 2 Option, Volatility

Other Related Pages: Category: Options Starting With: L

Additional Related Terms: 10-K, 12b-1 funds, 19c3 stock, Accreted value, Accrual of discount, American Stock Exchange, Amortization of premium, Amortized value, Asked price, Asking price