Vega is the rate of change of an option's price, given a 1% move in the option expiration's implied volatility, all else equal. In other words, this is an option's sensitivity to implied volatility changes. Learn more from Mike about Vega and how its values are affected by DTE.

0:00 Introduction
1:10 Rate Of Change Of Option Price Given 1% Move In IV: Example
2:57 Vega Values: 10 DTE vs. 45 DTE
4:40 Vega: Calendar Call Spread
7:33 Takeaways: Vega
9:03 Questions/Contact info

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