Options Vega
Vega measures sensitivity to volatility changes.
Syntax
=mxls.opt_Vega(CurrentStockPrice, MarketOptionPrice, ExpiryDate, OptionType, StrikePrice, [RiskFreeRate], [ImpliedVolatility])Parameters
currentStockPricenumberRequired
marketOptionPricenumberRequired
expiryDatedateRequired
optionTypestringRequired
strikePricenumberRequired
riskFreeRatenumber
impliedVolatilitynumber
Examples
=mxls.opt_Vega(150, 5, DATE(2024,6,21), "Call", 155)When to Use
- Volatility exposure analysis
- Position hedging
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Price sensitivity | opt_Delta() |
Excel Templates Using Options Vega
These ready-made MarketXLS templates call opt_Vega() in their worksheet formulas. Open one to see the function working inside a complete model.
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
- Options Volume Leaders
- Put Interest (Specific Expiry)
- QM Get Option Chain Active Dynamic
- QM Get Option Chain At The Money Dynamic
- QM Get Option Chain Dynamic
- QM Get Option Chain In The Money Dynamic
- QM Get Option Chain Monthlies Dynamic
- QM Get Option Chain Near Term Dynamic
See opt_Vega used in a complete workbook: Options Greeks API MCP: One Live Greek Feed for Excel and Your AI Assistant (2026)
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