| Value at risk (VaR): A measure of the potential loss on an investment or portfolio over a given time period and at a given confidence level. VaR is used to estimate the likelihood that a portfolio's loss will exceed a certain amount.
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| Variable cost: Costs that change based on the level of production or activity. For example, the cost of raw materials used in manufacturing is a variable cost as it varies with the number of units produced.
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| Vega: A measure of the sensitivity of the price of an option to changes in volatility. It is the rate of change of an option's price with respect to changes in volatility.
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| VIX: The Chicago Board Options Exchange Volatility Index, also known as the "Fear Index," is a measure of the implied volatility of the S&P 500 index. It is used as a gauge for the level of fear or stress in the stock market.
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| Volatility: A statistical measure of the dispersion of returns for a given security or market index. It represents the level of risk associated with the price changes of a security or market. High volatility means the price of a security can change dramatically over a short period of time in either direction.
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| Volume: The number of shares or contracts traded during a specified period of time. It is used as a measure of activity in a market or for a particular security.
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| VWAP: The volume-weighted average price, is a measure of the average price at which a security has traded during a given period, taking into account both the price and the volume of shares traded.
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