DgammaDspot

D2G2A1M3M3A1D2S1P3O1T1

noun

A third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.

Similar
gamma of the gammaspeed
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Meanings

nounDgammaDspot (uncountable)
  1. uncountablebusinessA third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.

    Synonyms: gamma of the gamma, speed

Synonyms & antonyms

nounA third-order measure of derivative price sensitivity, expressed as the rate of change of gamma with respect to changes in the underlying asset price.

Similar
gamma of the gammaspeed
Also see
gamma of the gammaspeed

Origin

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

Full word history & related roots →
Cite this entry
APA

DgammaDspot. (n.d.). In WatkinsX Dictionary. Retrieved November 2, 2026, from https://dictionary.watkinsx.com/word/DgammaDspot

MLA

“DgammaDspot.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/DgammaDspot. Accessed November 2, 2026.

Chicago

WatkinsX Dictionary, s.v. “DgammaDspot,” accessed November 2, 2026, https://dictionary.watkinsx.com/word/DgammaDspot.

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