DvegaDspot

D2V4E1G2A1D2S1P3O1T1

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.

Similar
DdeltaDvolvanna
Scrabble 18
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Meanings

nounDvegaDspot (uncountable)
  1. uncountablebusinessA 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 & antonyms

nounA 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.

Similar
DdeltaDvolvanna
Also see
ddeltadvolvanna

Origin

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)".

Full word history & related roots →
Cite this entry
APA

DvegaDspot. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/DvegaDspot

MLA

“DvegaDspot.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/DvegaDspot. Accessed November 4, 2026.

Chicago

WatkinsX Dictionary, s.v. “DvegaDspot,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/DvegaDspot.

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