VEGA: This is the change in the price of an option that results from a 1% change in volatility.

VIX (VOLATILITY INDEX): This is the ticker symbol for the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market's expectation of 30-day volatility. It is constructed using the implied volatilities of a wide range of S&P 500 index options. The volatility is meant to be forward looking and is calculated from both calls and puts. The VIX is often referred to as the "investor fear gauge".There are three variations of volatility indexes:  the VIX tracks the S&P 500, Nasdaq 100 and the Dow Jones Industrial Average.

VOLATILITY: This is the relative rate at which the price of a security moves up and down. Volatility is found by calculating the annualized standard deviation of daily change in price. If the price of a stock moves up and down rapidly over short time periods, it has high volatility. If the price almost never changes, it has low volatility.

VOLUME: The number of shares, bonds or contracts traded during a given period, for a security or an entire exchange, also known as trading volume. 

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