Vomma Scenarios

Speed 1.0×

IV Level 0.75

Scenario 1 · Low IV — Flat Vomma

Low IV environment: vomma is low, vega doesn't change much with IV moves

📉 Low IV = low vomma — stable vega structure

Scenario 2 · High IV — Elevated Vomma

High IV: vomma is elevated especially in OTM wings — vol-of-vol risk is high

📈 High IV = high vomma — vega very sensitive to IV

Scenario 3 · IV Rising — Vomma Pulse

IV expansion: vomma pulses and amplifies — long vomma positions benefit

⚡ IV rise accelerates vomma — long vol profits compound

Scenario 4 · IV Falling — Vomma Crush

IV crush collapses vomma — short vomma positions benefit as structure flattens

🧊 IV crush flattens vomma — short vol wins

Low IV

High IV

IV Rising

IV Falling