Question: About that "Weighted Vega" CapDisc. presentation...

FB5

New Member
#1
Hey Ron, I re-watched the "Weighted Vega" video on YouTube (such a great session) and remember asking for the spreadsheets/docs when this was initially presented on CapDisc. However, they were no longer available because of "some controversy" that I never really got the 411 on.

My question is, are people that purchased your course (and have their "Big Boy Pants" on) able to get the original documents from this presentation (spreadsheet & docs)?

Thanks Ron
 
#2
You can easily calculate this: Weighted Vega = Vega x SQRT(30/DTE). This normalizes the Vega of any expiration to a fictitious expiration of 30 DTE. While 30 is typically used, you can use other normalizing factors as well.

Rather easy to put in an excel spreadsheet. Use the RTD function to pull in the Vega information from TOS and you get all the info you need to review Calendar spreads.
 

FB5

New Member
#3
Thanks for the suggestion Hans, but that's not what I was requesting. The simple version of calculating Weighted Vega is "easily calculated" as you pointed out, but I just wanted to take a look at the documents/spreadsheets that Ron had initially said he'd provide in his video. If it's available, "Great", if not....little sleep will be lost.

Cheers!
 
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