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Interest rates and volatility are two critical factors that impact option prices. Risk-free interest rates lead to higher prices for purchasing options, increasing their cost. Rho, a Greek letter, measures an option s price sensitivity to changes in interest rates. Volatility refers to the degree of variation and unpredictability in an asset s price over time. Vega, another Greek letter, measures the sensitivity of an option s price to changes in the volatility of the underlying asset. Traders utilize vega or volatility in their strategies and create delta-neutral portfolios by pairing long and short options positions to minimize or neutralize overall vega exposure. ....