DdeltaDtime

D2D2E1L1T1A1D2T1I1M3E1

noun

A second-order measure of derivative price sensitivity, expressed as the instantaneous rate of change of delta with respect to time.

Scrabble 16

Meanings

nounDdeltaDtime (uncountable)
  1. 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
APA

DdeltaDtime. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/DdeltaDtime

MLA

“DdeltaDtime.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/DdeltaDtime. Accessed November 3, 2026.

Chicago

WatkinsX Dictionary, s.v. “DdeltaDtime,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/DdeltaDtime.

Source: DdeltaDtime on Wiktionary, CC BY-SA 4.0.