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Kappa

   Also found in: Dictionary/thesaurus, Medical, Acronyms, Wikipedia 0.03 sec.
Kappa
Used in regression analysis, Kappa represents the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.

Notes:
Remember, the price of the option increases simultaneously with the volatility.

See also: Delta, Option, Volatility
Kappa
The ratio of the dollar price change in the price of an option to a 1% change in the expected volatility.
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