##### 29 A trader has a long position in two options on the same underlying: | Option | Put/Call | Remaining Maturity | Strike | Contract | |--------|----------|--------------------|--------|----------------| | 1 | Call | 1 month | 100 | 1,000 shares | | 2 | Put | 1 month | 100 | 1,000 shares | The vega of Option 1 is: | Chartered Financial Analyst Level 2 Quiz - LeetQuiz