DvegaDvol

D2V4E1G2A1D2V4O1L1

noun

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

Similar
vega convexityvolgavomma
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Meanings

nounDvegaDvol (uncountable)
  1. uncountablebusinessA second-order measure of derivative price sensitivity, expressed as the rate of change of vega with respect to changes in the volatility of the underlying asset.

    Synonyms: vega convexity, volga, vomma

Synonyms & antonyms

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

Similar
vega convexityvolgavomma
Also see
vega convexityvolgavomma

Origin

From the mathematical formula (∂𝒱)/(∂σ), the partial derivative of vega (𝒱) with respect to volatility (σ), pronounced as "D vega (by) D vol(atility)".

Full word history & related roots →
Cite this entry
APA

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

MLA

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

Chicago

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

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