Vega Calculator
Calculate option vega exposure and P&L impact from implied volatility changes.
Option Parameters
$
$
years
%
%
%
Total Position Vega
$196.85
per 1% volatility change
P&L from Vol Change
$984.27
Vega per Contract
$19.69
Vega Analysis
Vega per Share0.1969
d1 Value0.1625
Dollar Vega (per 0.01 IV)$1.97
Vega Term Structure
At 90 Days$196.85
At 60 Days$159.63
At 30 Days$112.87