"Vega" in Options Trading
The definition of vega in options trading — the per-point sensitivity to implied volatility, and the smaller role it plays on 0DTE.
Placeholder content. Full editorial copy publishes in a later phase. The page index entry is the canonical brief.
Page type: Glossary Target keyword: vega definition Intent: Informational Suggested CTA: C1 Related internal links: learn./vega-on-0dte → signals./implied-volatility-context