cross volga
cross volga noun: a measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the volatility of another underlying asset in a multi-asset option.
Noun
cross volga (uncountable)
- A measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the volatility of another underlying asset in a multi-asset option.
Questions about cross volga
- What does cross volga mean?
- Cross volga means a measure of derivative price sensitivity, expressed as the rate of change of vega in one underlying asset with respect to the volatility of another underlying asset in a multi-asset option.
- What part of speech is cross volga?
- Cross volga is a noun.
Words near cross volga in the dictionary
Source and license
Adapted from Wiktionary: cross volga (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.
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Cite this entry: “cross volga.” Word.ws, https://word.ws/cross_volga. Based on Wiktionary, CC BY-SA 4.0.
