delta decay
delta decay noun: a second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Noun
delta decay (uncountable)
- A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
- Synonyms:
- charm, DdeltaDtime
Synonyms of delta decay
Questions about delta decay
- What does delta decay mean?
- Delta decay means a second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
- What part of speech is delta decay?
- Delta decay is a noun.
Words near delta decay in the dictionary
Source and license
Adapted from Wiktionary: delta decay (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:
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