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This is because deep ITM options have very little time value. LEAPs also possess a much greater vega risk (exposure to a fall in volatility).

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Vega of an option spread comprised of buying and selling options is calculated by summing up the individual options’ Vega (scaled by number of contracts). Vega is highest for At-The-Money options and is normally higher for longer term options. The higher the Vega (in absolute terms) the more sensitive a portfolio is to changes in volatility.

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There are 5 greeks; Delta, which is the rate of change of the option’s price in response to changes in price of the underlying stock ( Options Delta by OptionTradingpedia.com), Gamma, which is the rate of change of Delta with changes in the price of the underlying stock( Options Gamma by OptionTradingpedia.com), Vega which is rate of change of the options price in response to changes in …