vanna
vanna 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
vanna (uncountable)
- 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, DvegaDspot
Proper noun (1) capitalized: Vanna
Vanna (plural Vannas)
- A female given name from the Slavic languages.
Proper noun (2) capitalized: Vanna
Vanna (plural Vannas)
- A surname from Italian.
Synonyms of vanna
Forms of vanna
| plural | Vannas |
|---|---|
| alternative form | de Vanna |
| alternative form | deVanna |
| alternative form | DeVanna |
| alternative form | Devanna |
| alternative form | de-Vanna |
| alternative form | De-Vanna |
| alternative form | De-vanna |
| alternative form | di Vanna |
| alternative form | diVanna |
| alternative form | DiVanna |
| alternative form | Divanna |
| alternative form | di-Vanna |
| alternative form | Di-Vanna |
| alternative form | Di-vanna |
Origin of vanna
Made up to sound like a Greek letter, probably beginning with "v" to be similar to vega.
From Slavic Vanna, from Ivana (Ѝвана) and Ivanna (Ива́нна), ultimately from Koine Greek Ἰωάννα (Iōánna), from Hebrew יוֹחָנָה (Yôḥānāh, literally “God is gracious”), the feminized form of יְהוֹחָנָן (Yəhōḥānān) which produced John and its many doublets. Doublet of Ivanka, Jan, Janelle, Janet, Janey, Janine, Jeanette, Jeanie, Jeannette, Jeannine, Jen, Jenna, Jenny, Jessie, Jo, Jody, Juanita, Shanae, and Sinead.
From Italian Vanna.
Words formed from vanna
Questions about vanna
- What does vanna mean?
- Vanna 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 vanna?
- Vanna can be a noun or a proper noun.
Words near vanna in the dictionary
Source and license
Adapted from Wiktionary: vanna (page history and authors); Vanna (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: “vanna.” Word.ws, https://word.ws/vanna. Based on Wiktionary, CC BY-SA 4.0.