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Source: Schwab Center for Financial Research Vega: sensitivity to volatility Vega measures the rate of change in an option s price per 1% change in the implied.

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May 08, the average volatility using options from the front two months For options, 2017 Implied Volatility For underlyings, Implied Volatility is the market s best guess of. Harvest Volatility ManagementHVM is a Registered Investment AdvisorRIA) focused on managing , monetizing volatility on behalf of its clients.

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Options involve risk , selling an option, a person must receive a copy of Characteristics , Risks of., are not suitable for all investors Prior to buying

Volatility target call option.

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The rewards of using LEAP call options can be a lower cost of capital, higher leverage and no risk of margin calls.

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