Word.ws English Dictionary

DvegaDspot

DvegaDspot 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

DvegaDspot (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:
    DdeltaDvol, vanna

Synonyms of DvegaDspot

Origin of DvegaDspot

From the mathematical formula (∂𝒱)/(∂S), the partial derivative of vega (𝒱) with respect to spot price (S), pronounced as "D vega (by) D spot (price)".

Questions about DvegaDspot

What does DvegaDspot mean?
DvegaDspot 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 DvegaDspot?
DvegaDspot is a noun.

Words near DvegaDspot in the dictionary

  1. DVD-RW
  2. DVD-RWs
  3. DVDDP
  4. DVDs
  5. DVE
  6. DvegaDspot
  7. DvegaDtime
  8. DvegaDvol
  9. DVEs
  10. dveykus
  11. dveykut

Source and license

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