Timeline for What does it mean to be "long or short in volatility"?
Current License: CC BY-SA 3.0
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Jan 26, 2015 at 20:58 | history | edited | emcor | CC BY-SA 3.0 |
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Jan 22, 2015 at 23:44 | comment | added | emcor | "it makes sense that the Vega is always positive" how does that work?^^ | |
Jan 22, 2015 at 12:31 | comment | added | Cooper | Thank you for your answer.I am OK with that. Could you develop a bit and answer the questions please? Why the terms "long/short" and when do you employ each of them? Also by your's and Joshi's answers a call is always long in vol no matters its moneyness or I misunderstood it? | |
Jan 22, 2015 at 1:36 | history | answered | SRKX | CC BY-SA 3.0 |