DvommaDvol

D2V4O1M3M3A1D2V4O1L1

noun

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

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Meanings

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

    Synonyms: ultima

Synonyms & antonyms

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

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Origin

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

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Cite this entry
APA

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

MLA

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

Chicago

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

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