What Does a High Vega Value Indicate for an Option Position?

Vega measures the sensitivity of an option's price to a 1% change in implied volatility. A high Vega value indicates that the option's price will change significantly if the market's expectation of future volatility shifts.

Options with longer times to expiration and those that are at-the-money typically have the highest Vega. A high Vega position is exposed to high volatility risk.

What Is ‘Vega’ in Options Trading and How Does It Relate to Implied Volatility?
What Is a ‘Greeks’ Parameter That Is Most Sensitive to Changes in Implied Volatility?
How Does Vega Measure an Option’s Exposure to Volatility?
Which Greek Is Most Important for a Long-Term Options Buyer?
How Does a Change in Implied Volatility Affect the Price of Out-of-the-Money (OTM) Options?
Why Is the Delta of an ATM Option Most Sensitive to Changes in Implied Volatility?
Why Is the ATM Option Most Sensitive to Changes in Implied Volatility?
How Does the Choice of Strike Price Impact a Calendar Spread’s Sensitivity to Contango?

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