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Which of the Greeks Measures the Sensitivity of Option Price to Volatility?

Vega, which measures the change in option price for a 1% change in implied volatility.
Greeks.Live28.10.25

Which of the Greeks Measures the Sensitivity of Option Price to Volatility?

Vega is the option Greek that measures the sensitivity of the option's price (premium) to a one-unit (1%) change in the implied volatility of the underlying asset. A high Vega means the option's price will change significantly if market volatility expectations change.

How Does a ‘Greeks’ (Delta, Gamma, Vega, Theta, Rho) Measure Option Price Sensitivity?
What Is ‘Vega’ and How Does It Measure an Option’s Sensitivity to Implied Volatility?
What Is Vega and How Does It Relate to the Risk of an Options Portfolio?
How Does Vega Relate to an Option’s Sensitivity to Volatility?

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