Vomma —
How Vega changes with implied volatility (volatility convexity).
Quick Answer
Vomma measures how much an option's Vega changes when implied volatility moves — the convexity of your volatility exposure, which makes long-Vega positions gain Vega as volatility rises.
Vomma is one of the option Greeks — how Vega changes with implied volatility (volatility convexity). OptionsGyan teaches the options fundamentals; the complete reference for Vomma — the plain-English meaning, formula, original diagram, a worked Nifty example, common mistakes and FAQ — lives on GreeksGyan, our dedicated option-Greeks site.
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Vomma (—) — the full guide
Meaning, formula, diagram, Nifty worked example, misconceptions and FAQ.
All the option Greeks
Delta, Gamma, Theta, Vega, Rho and the second-order Greeks, in one reference.
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Published 1 July 2026. Educational content only — not investment advice.