| InvestHub.com's Finance Dictionary and Glossary of Investment Terms Kappa Definition 1.
The ratio of the dollar price change in the price of an option to a 1% change in the expected volatility. | Definition 2.
A value representing the expected change in the price of an option in response to a 1% change in the volatility of the underlying stock. | Definition 3.
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. |
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