Options Trading Concepts Live - February 3, 2021 - Vega Dynamics: Naked Options
Implied volatility contractions and expansions are mean reverting, which means we can effectively strategize around the expected contraction after an IV expansion and vice versa.
Mike & Nick break down vega and how it changes with different moves in the market, and give some examples in the market.
Tune in to learn all about vega and its relation to the other greeks!