Calculate Options Vega in Excel

CallVega Function: Returns the Black-Scholes value "Vega" for a Call option.

=CallVega(UnadjustedPrice, StrikePrice, Years, Volatility, RiskfreeRate, DividendYield)

PutVega Function: Returns the Black-Scholes value "Vega" for a Put option.

=PutVega(UnadjustedPrice, StrikePrice, Years, Volatility, RiskfreeRate, DividendYield)

Description of parameters

For each Excel Function that calculates an Option Greek or other Options statistic, there are certain parameters required as shown in the formula(s) above. Not all functions use all parameters. Here is a description of each parameter: