Options Trading for Macro Investors | Imran Lakha
Forward Guidance
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The Effects of Vega on Options
If you own a call on Tesla that expires this week, it's not gonna make you a difference because your exposure is primarily to the change in the actual price. The Vega will actually be a large determinant in how the value of that option changes. So if you see a significant moving implied vol on a five year option, that's gonna have a really large impact in how that premium moves.
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