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Quotes of the day:
Drugs are not always necessary, but belief in recovery always is.
Vomma is the rate at which the vega of an option will react to volatility in the market. It is a second-order derivative for an option’s value. Vomma demonstrates the convexity of vega. A positive value for vomma indicates that a percentage point increase in volatility will result in an increased option value which is demonstrated by vega’s convexity.
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