Word.ws English Dictionary

DgammaDvol

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

Noun

DgammaDvol (uncountable)

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

Synonyms of DgammaDvol

Origin of DgammaDvol

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

Questions about DgammaDvol

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

Words near DgammaDvol in the dictionary

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

Source and license

Adapted from Wiktionary: DgammaDvol (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: “DgammaDvol.” Word.ws, https://word.ws/dgammadvol. Based on Wiktionary, CC BY-SA 4.0.