Meanings
- uncountablebusinessA second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Synonyms: charm, delta decay
Synonyms & antonyms
nounA second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.
Origin
From the mathematical formula -(∂Δ)/(∂τ), the partial derivative of delta (Δ) with respect to time (τ), pronounced as "D delta (by) D time".
Full word history & related roots →Cite this entry
DdeltaDtime. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/DdeltaDtime
“DdeltaDtime.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/DdeltaDtime. Accessed November 3, 2026.
WatkinsX Dictionary, s.v. “DdeltaDtime,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/DdeltaDtime.
Source: DdeltaDtime on Wiktionary, CC BY-SA 4.0.