Word.ws English Dictionary

DgammaDtime

DgammaDtime noun: a third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.

Noun

DgammaDtime (uncountable)

  1. A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.
    • Figure 9 illustrates DgammaDtime of an option with respect to varying asset price and time to maturity.2006, Paul Wilmott, The Best of Wilmott 2, page 38
    • The change in gamma with respect to small changes in time to maturity, DGammaDtime - also called GammaTheta or color (Garman, 1992) — is given by (assuming we get closer to maturity): […]2007, Espen Gaarder Haug, The Complete Guide to Option Pricing Formulas, page 49

Synonyms of DgammaDtime

Origin of DgammaDtime

From the mathematical formula (∂Γ)/(∂τ), the partial derivative of gamma (Γ) with respect to time (τ), pronounced as "D gamma (by) D time".

Questions about DgammaDtime

What does DgammaDtime mean?
DgammaDtime means a third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to time, or equivalently the rate of change of charm with respect to changes in the underlying asset price.
What part of speech is DgammaDtime?
DgammaDtime is a noun.

Words near DgammaDtime in the dictionary

  1. DG
  2. DG/UX
  3. DGA
  4. DGAF
  5. DgammaDspot
  6. DgammaDtime
  7. DgammaDvol
  8. DGB
  9. DGC
  10. DGCA
  11. Dge-lugs

Source and license

Adapted from Wiktionary: DgammaDtime (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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