Kappa

Dictionary Says

Definition of 'Kappa'

Used in regression analysis, Kappa represents the ratio of the dollar price change in the price of an option to a 1% change in the expected price volatility.
Investopedia Says

Investopedia explains 'Kappa'

Remember, the price of the option increases simultaneously with the volatility.

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'Kappa'

  • Nike Still Winning

    http://stocks.investopedia.com/stock-analysis/2011/Nike-Still-Winning-NKE-FL-FINL-UA-LULU-HBI-COLM0628.aspx
    ... Of course there is abundant competition - Adidas (OTCBB:ADDYY), Fila, Puma, ASICS,
    Mizuno, Li Ning, Anta, and Kappa (owned by China Dongxiang) all want a piece ...

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