Lambda
A ratio comparing change in option price to a 1% change in option volatility.

Investopedia Says:
It is the partial derivative of the option price with respect to the option volatility. Lambda is used as a synonym for vega, kappa, or sigma.

Related Terms:
Delta
Derivative
Gamma
Greeks
Option
Vega
Volatility

• GBP
• GDP Gap
• GDP Price Deflator
• Gearing
• Gearing Ratio
• Gemology
• General Agreement On Tariffs And Trade (GATT)
• General Agreement On Tariffs And Trade (GATT)
• General And Administrative Leverage
• General Collateral Financing Trades (GCF)
• General Collateral Financing Trades (GCF)
• General Depreciation System (GDS)
• General Depreciation System (GDS)
• General Ledger
• Generally Accepted Accounting Principles (GAAP)
• Generally Accepted Accounting Principles (GAAP)
• Generally Accepted Auditing Standards (GAAS)
• Generally Accepted Auditing Standards (GAAS)
• General Motors (GM) Indicator
• General Obligation Bond (GO)
• General Obligation Bond (GO)
• General Order (GO)
• General Partner
• General Partner
• General Partnership