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