Vega (Indicator)
DisclaimerInput Information
| Name | Expression | Default | Description |
| HiAlert | Numeric | .1 | Value of high alert |
| LoAlert | Numeric | .1 | Value of low alert |
Market Synopsis
The expected change in volatility for a 1 percent increase in volatility. An indicator for the Options pane of OptionStation Analysis.
Plot Information
| Number | Name | Default Color | Description |
| Plot1 | Vega | Black | Plots vega value for each option. |