Comparing Vega of options across strikes and time
Quantitative Finance
Level
pending
When the stock is trading at 100, which of the following options have the largest vega?
Call on the 100 strike with 1 month to expiry
Call on the 80 strike with 3 months to expiry
Call on the 80 strike with 1 months to expiry
Call on the 100 strike with 3 months to expiry
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