Word.ws English Dictionary

cross vanna

cross vanna noun: a measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset.

Noun

cross vanna (uncountable)

  1. A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset.

Questions about cross vanna

What does cross vanna mean?
Cross vanna means a measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the asset price of another underlying asset in a multi-asset option, or equivalently the rate of change of delta in the second asset with respect to the volatility of the first asset.
What part of speech is cross vanna?
Cross vanna is a noun.

Words near cross vanna in the dictionary

  1. cross the wires
  2. cross to bear
  3. cross to take up
  4. cross training
  5. cross up
  6. cross vanna
  7. cross vault
  8. cross vaults
  9. cross volga
  10. cross wires
  11. cross write

Source and license

Adapted from Wiktionary: cross vanna (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

Last updated:

Cite this entry: “cross vanna.” Word.ws, https://word.ws/cross_vanna. Based on Wiktionary, CC BY-SA 4.0.