Word.ws English Dictionary

DdeltaDvol

DdeltaDvol noun: a second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.

Noun

DdeltaDvol (uncountable)

  1. A second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
    Synonyms:
    DvegaDspot, vanna

Synonyms of DdeltaDvol

Origin of DdeltaDvol

From the mathematical formula (∂Δ)/(∂σ), the partial derivative of delta (Δ) with respect to volatility (σ), pronounced as "D delta (by) D vol(atility)".

Questions about DdeltaDvol

What does DdeltaDvol mean?
DdeltaDvol means a second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the spot price, or equivalently the rate of change of delta with respect to changes in the volatility of the underlying asset.
What part of speech is DdeltaDvol?
DdeltaDvol is a noun.

Words near DdeltaDvol in the dictionary

  1. ddCTP
  2. DDD
  3. DDDs
  4. DDE
  5. DdeltaDtime
  6. DdeltaDvol
  7. DDG
  8. ddGTP
  9. DDI
  10. DDIs
  11. DDJ

Source and license

Adapted from Wiktionary: DdeltaDvol (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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