Vega Dash
Vega is what implied volatility is worth to you. Enter your position to see the dollars riding on every 1% IV move, what an IV crush could cost, and how vega fades as expiration approaches.
Position inputs
Ticker, stock price, DTE and theta stay in sync with the gamma, theta and delta dashes.
Enter a ticker
$
Must be a positive number
$
Must be a positive number
Must be 0 or more
Enter a vega value
Must be 0 or more
Leave blank to assume a 40% relative IV crush
Shared with Theta Dash — e.g. -0.045
Enter your ticker, strike, stock price, DTE, vega, current IV and contract count to see your volatility exposure, IV sensitivity table and crush risk.