What has particles that vibrates at right angles to the direction of the wave?

Photons oscillate (vibrate) along an axis that is perpendicular to the direction of the photon's travel. Photons are responsible for all electromagnetic radiation, including visible light, invisible light (infrared and ultraviolet), X-rays, radio waves, and magnetic waves.

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When all photons in a beam of light oscillate in same direction, that is called polarized light.